+203.7%
NRG vs CBRE
+61.2%
+142.5%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.2% | -2.0% | -2.8% |
| 7D | -0.2% | -7.2% | +7.1% | +2.5% |
| 30D | -6.8% | -6.4% | -0.4% | -4.6% |
| 3M | -7.1% | +2.9% | -10.1% | -9.0% |
| 6M | -27.6% | +2.5% | -30.1% | -29.2% |
| YTD | -29.2% | -14.2% | -15.0% | -26.6% |
| 1Y | -29.9% | -15.1% | -14.7% | -27.2% |
| All | +203.7% | +61.2% | +142.5% | +154.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CBRE.
Daily Out/Under-Performance
Portfolio return minus CBRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBRE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded CBRE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling