-6.8%
CBRE vs NVS
+37.6%
-44.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +3.6% | +0.5% | +3.0% |
| 7D | +14.1% | +5.7% | +8.4% | +12.1% |
| 30D | +9.0% | +17.1% | -8.0% | +4.3% |
| 3M | -6.6% | +7.6% | -14.2% | -8.8% |
| 6M | +0.8% | +14.1% | -13.3% | -3.6% |
| YTD | -12.2% | +23.3% | -35.5% | -19.5% |
| 1Y | -6.8% | +36.0% | -42.8% | -18.4% |
| All | -6.8% | +37.6% | -44.5% | -18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS 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 1y: compounded portfolio wealth divided by compounded NVS 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…
1y analysis · Full analysis span regression · 6 months rolling