+2,044.5%
NSC vs CBRE
+2,234.5%
-189.9%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.7% |
| 7D | -5.5% | -2.0% | -3.5% | -5.1% |
| 30D | -3.2% | -2.2% | -1.0% | -2.8% |
| 3M | +7.7% | +12.9% | -5.2% | +3.8% |
| 6M | +4.5% | +4.3% | +0.2% | +2.7% |
| YTD | +15.6% | -8.0% | +23.6% | +16.7% |
| 1Y | +19.8% | -8.6% | +28.4% | +21.0% |
| 3Y | +70.1% | +71.9% | -1.8% | +43.1% |
| 5Y | +46.1% | +50.0% | -3.9% | +25.9% |
| 10Y | +328.1% | +390.1% | -62.0% | +169.6% |
| All | +2,044.5% | +2,234.5% | -189.9% | +752.2% |
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