+2,225.8%
CBRE vs NVMI
+8,280.2%
-6,054.4%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +1.3% | -5.1% | -4.0% |
| 7D | -1.5% | +11.7% | -13.2% | -3.3% |
| 30D | -4.0% | -4.0% | +0.1% | -3.5% |
| 3M | +8.0% | -25.8% | +33.8% | +11.8% |
| 6M | +4.0% | -8.3% | +12.3% | +3.0% |
| YTD | -11.5% | +14.8% | -26.4% | -15.8% |
| 1Y | -13.0% | +37.9% | -50.9% | -20.2% |
| 3Y | +66.9% | +216.3% | -149.4% | +28.4% |
| 5Y | +45.0% | +277.2% | -232.1% | +6.8% |
| 10Y | +385.0% | +3,074.3% | -2,689.3% | +157.3% |
| All | +2,225.8% | +8,280.2% | -6,054.4% | +794.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling