+1,982.6%
NSC vs CBRE
+2,039.6%
-57.1%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.6% | -2.2% | -2.7% |
| 7D | -6.6% | +5.2% | -11.8% | -7.9% |
| 30D | +2.2% | +6.2% | -4.1% | +0.3% |
| 3M | -6.2% | -8.1% | +1.9% | -4.5% |
| 6M | +1.7% | -6.6% | +8.3% | +2.7% |
| YTD | +12.2% | -15.7% | +27.9% | +15.6% |
| 1Y | +15.4% | -9.7% | +25.1% | +16.6% |
| 3Y | +73.3% | +80.4% | -7.1% | +43.7% |
| 5Y | +24.7% | +27.0% | -2.3% | +12.0% |
| 10Y | +324.5% | +412.9% | -88.4% | +164.9% |
| All | +1,982.6% | +2,039.6% | -57.1% | +744.5% |
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