+42.4%
CBRE vs NVMI
+263.1%
-220.7%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +0.9% | -0.8% |
| 7D | -7.2% | +3.8% | -11.0% | -7.9% |
| 30D | -6.4% | -7.6% | +1.1% | -5.3% |
| 3M | +2.9% | -28.0% | +30.9% | +7.4% |
| 6M | +2.5% | -15.3% | +17.8% | +2.1% |
| YTD | -14.2% | +11.5% | -25.6% | -19.9% |
| 1Y | -15.1% | +31.6% | -46.7% | -24.5% |
| 3Y | +61.9% | +207.0% | -145.1% | +3.8% |
| 5Y | +42.4% | +262.8% | -220.4% | -14.6% |
| All | +42.4% | +263.1% | -220.7% | -14.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling