+1,249.1%
NRG vs CBRE
+2,105.5%
-856.4%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.8% | -1.8% | -3.1% |
| 7D | +3.9% | -1.7% | +5.5% | +4.2% |
| 30D | -3.0% | -3.0% | 0.0% | -2.3% |
| 3M | -10.9% | +2.6% | -13.5% | -11.9% |
| 6M | -25.3% | +2.0% | -27.3% | -26.1% |
| YTD | -26.8% | -13.1% | -13.7% | -25.1% |
| 1Y | -23.3% | -13.8% | -9.5% | -21.5% |
| 3Y | +208.6% | +63.9% | +144.7% | +167.8% |
| 5Y | +194.1% | +42.3% | +151.8% | +161.7% |
| 10Y | +1,123.6% | +401.2% | +722.4% | +696.9% |
| All | +1,249.1% | +2,105.5% | -856.4% | +512.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling