+220.7%
CBRE vs NTR
+97.9%
+122.7%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.2% | +2.0% |
| 7D | -5.0% | -1.3% | -3.7% | -4.5% |
| 30D | -4.7% | +16.8% | -21.5% | -10.2% |
| 3M | +6.5% | +20.7% | -14.2% | -1.4% |
| 6M | +6.1% | +0.5% | +5.5% | +4.0% |
| YTD | -12.6% | +29.2% | -41.8% | -23.3% |
| 1Y | -15.3% | +39.6% | -54.9% | -28.5% |
| 3Y | +64.6% | +37.9% | +26.7% | +35.8% |
| 5Y | +45.0% | +47.1% | -2.1% | +0.3% |
| All | +220.7% | +97.9% | +122.7% | +57.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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