+326.9%
NSC vs CBRE
+378.3%
-51.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.8% | +3.3% | +1.2% |
| 7D | -1.5% | -1.5% | 0.0% | -1.0% |
| 30D | -1.9% | -4.0% | +2.1% | -0.5% |
| 3M | +6.2% | +8.0% | -1.8% | +1.9% |
| 6M | +9.2% | +4.0% | +5.2% | +5.9% |
| YTD | +15.0% | -11.5% | +26.6% | +18.5% |
| 1Y | +21.1% | -13.0% | +34.1% | +25.2% |
| 3Y | +78.6% | +66.9% | +11.7% | +31.5% |
| 5Y | +45.9% | +45.0% | +0.8% | +11.5% |
| 10Y | +326.9% | +385.0% | -58.2% | +84.7% |
| All | +326.9% | +378.3% | -51.5% | +84.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling