+27.3%
CBRE vs NVS
+134.2%
-106.9%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.3% | +0.4% |
| 7D | -1.8% | -1.3% | -0.5% | -1.3% |
| 30D | +3.3% | +9.3% | -6.0% | +0.2% |
| 3M | -12.4% | +5.8% | -18.1% | -14.5% |
| 6M | -5.4% | +7.2% | -12.5% | -8.3% |
| YTD | -17.2% | +20.0% | -37.2% | -23.6% |
| 1Y | -13.1% | +25.4% | -38.5% | -21.2% |
| 3Y | +81.6% | +89.2% | -7.6% | +35.3% |
| All | +27.3% | +134.2% | -106.9% | -22.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling