+392.5%
CBRE vs NTRS
+259.9%
+132.6%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.1% | +0.8% | +1.2% |
| 7D | -5.0% | +1.4% | -6.3% | -5.7% |
| 30D | -4.7% | -0.7% | -4.0% | -4.4% |
| 3M | +6.5% | +11.3% | -4.8% | -0.5% |
| 6M | +6.1% | +35.5% | -29.5% | -12.7% |
| YTD | -12.6% | +40.6% | -53.2% | -29.8% |
| 1Y | -15.3% | +49.2% | -64.5% | -34.6% |
| 3Y | +64.6% | +167.2% | -102.6% | -13.6% |
| 5Y | +45.0% | +94.9% | -49.9% | -10.0% |
| All | +392.5% | +259.9% | +132.6% | +102.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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