+227.7%
NXT vs CBRE
+57.5%
+170.2%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -2.4% | -2.4% | -3.9% |
| 7D | +4.0% | -0.5% | +4.5% | +4.4% |
| 30D | +15.9% | +3.1% | +12.9% | +14.9% |
| 3M | -3.0% | -6.4% | +3.4% | -0.8% |
| 6M | -20.7% | -7.9% | -12.8% | -18.8% |
| YTD | +14.6% | -16.2% | +30.8% | +20.3% |
| 1Y | -7.1% | -11.2% | +4.1% | -4.7% |
| 3Y | +189.4% | +83.4% | +106.0% | +101.1% |
| All | +227.7% | +57.5% | +170.2% | +162.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling