+15.9%
NSC vs CBRE
-10.1%
+26.0%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.6% | -1.8% | -2.4% |
| 7D | -6.2% | +5.2% | -11.4% | -6.7% |
| 30D | +2.6% | +6.2% | -3.7% | +1.9% |
| 3M | -5.8% | -8.1% | +2.3% | -5.1% |
| 6M | +2.1% | -6.6% | +8.8% | +2.4% |
| YTD | +12.7% | -15.7% | +28.4% | +12.8% |
| 1Y | +15.9% | -9.7% | +25.5% | +12.4% |
| All | +15.9% | -10.1% | +26.0% | +12.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling