+237.4%
CBRE vs NTR
+100.5%
+136.9%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | 0.0% |
| 7D | -2.0% | +8.1% | -10.1% | -4.9% |
| 30D | -2.2% | +18.8% | -20.9% | -8.5% |
| 3M | +12.9% | +16.2% | -3.3% | +6.0% |
| 6M | +4.3% | +9.8% | -5.4% | -1.3% |
| YTD | -8.0% | +30.9% | -38.9% | -19.6% |
| 1Y | -8.6% | +41.8% | -50.3% | -23.2% |
| 3Y | +71.9% | +35.8% | +36.1% | +43.1% |
| 5Y | +50.0% | +51.0% | -1.0% | +2.3% |
| All | +237.4% | +100.5% | +136.9% | +64.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling