+47.4%
NSC vs CBRE
+50.7%
-3.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.7% |
| 7D | -5.5% | -2.0% | -3.5% | -4.9% |
| 30D | -3.2% | -2.2% | -1.0% | -2.7% |
| 3M | +7.7% | +12.9% | -5.2% | +2.8% |
| 6M | +4.5% | +4.3% | +0.2% | +2.1% |
| YTD | +15.6% | -8.0% | +23.6% | +17.0% |
| 1Y | +19.8% | -8.6% | +28.4% | +21.2% |
| 3Y | +70.1% | +71.9% | -1.8% | +29.8% |
| All | +47.4% | +50.7% | -3.3% | +13.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling