+392.5%
CBRE vs NVMI
+3,158.6%
-2,766.1%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.6% | +0.2% | +1.5% |
| 7D | -5.0% | -0.1% | -4.9% | -5.0% |
| 30D | -4.7% | -8.4% | +3.7% | -2.9% |
| 3M | +6.5% | -33.6% | +40.1% | +15.5% |
| 6M | +6.1% | -14.7% | +20.7% | +5.8% |
| YTD | -12.6% | +13.2% | -25.8% | -19.8% |
| 1Y | -15.3% | +29.0% | -44.3% | -26.0% |
| 3Y | +64.6% | +215.0% | -150.4% | -0.1% |
| 5Y | +45.0% | +268.6% | -223.6% | -20.1% |
| All | +392.5% | +3,158.6% | -2,766.1% | +40.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 NVMI 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