+2,692.2%
NUE vs CBRE
+2,146.2%
+546.0%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.8% | +2.0% | -0.5% |
| 7D | +1.8% | -1.5% | +3.3% | +2.2% |
| 30D | -6.0% | -4.0% | -2.0% | -5.0% |
| 3M | +1.4% | +8.0% | -6.6% | -1.9% |
| 6M | +52.8% | +4.0% | +48.9% | +49.4% |
| YTD | +58.1% | -11.5% | +69.6% | +61.9% |
| 1Y | +80.4% | -13.0% | +93.4% | +85.5% |
| 3Y | +62.3% | +66.9% | -4.6% | +30.8% |
| 5Y | +146.2% | +45.0% | +101.2% | +107.6% |
| 10Y | +549.5% | +385.0% | +164.5% | +262.6% |
| All | +2,692.2% | +2,146.2% | +546.0% | +539.0% |
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