+2,225.8%
CBRE vs NVS
+598.4%
+1,627.3%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -13.9% | +10.2% | +7.7% |
| 7D | -1.5% | -14.6% | +13.1% | +10.9% |
| 30D | -4.0% | -11.9% | +7.9% | +4.9% |
| 3M | +8.0% | -6.0% | +14.0% | +11.1% |
| 6M | +4.0% | -11.4% | +15.4% | +11.9% |
| YTD | -11.5% | +2.9% | -14.4% | -16.9% |
| 1Y | -13.0% | +10.2% | -23.2% | -23.4% |
| 3Y | +66.9% | +55.3% | +11.6% | +3.8% |
| 5Y | +45.0% | +89.6% | -44.6% | -27.7% |
| 10Y | +385.0% | +176.1% | +209.0% | +54.2% |
| All | +2,225.8% | +598.4% | +1,627.3% | +181.9% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling