+2,156.0%
CBRE vs NTRS
+619.5%
+1,536.4%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.4% | -2.6% | -2.4% |
| 7D | -7.2% | +0.3% | -7.6% | -7.5% |
| 30D | -6.4% | +0.2% | -6.6% | -6.7% |
| 3M | +2.9% | +13.2% | -10.3% | -8.5% |
| 6M | +2.5% | +36.9% | -34.4% | -24.1% |
| YTD | -14.2% | +39.1% | -53.3% | -37.7% |
| 1Y | -15.1% | +50.4% | -65.6% | -42.9% |
| 3Y | +61.9% | +166.8% | -104.9% | -38.9% |
| 5Y | +42.4% | +92.9% | -50.5% | -32.9% |
| 10Y | +395.1% | +255.7% | +139.5% | +5.6% |
| All | +2,156.0% | +619.5% | +1,536.4% | +221.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling