+392.5%
CBRE vs NVS
+179.5%
+213.0%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +2.1% | +1.9% |
| 7D | -5.0% | -14.3% | +9.3% | +2.0% |
| 30D | -4.7% | -10.0% | +5.3% | -0.3% |
| 3M | +6.5% | -10.9% | +17.4% | +11.7% |
| 6M | +6.1% | -12.0% | +18.0% | +11.6% |
| YTD | -12.6% | +2.5% | -15.1% | -15.4% |
| 1Y | -15.3% | +10.7% | -26.0% | -21.5% |
| 3Y | +64.6% | +53.3% | +11.3% | +24.7% |
| 5Y | +45.0% | +93.6% | -48.6% | -7.1% |
| All | +392.5% | +179.5% | +213.0% | +196.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling