+42.3%
CBRE vs NVS
+89.9%
-47.6%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.7% | -1.8% |
| 7D | -1.7% | -15.4% | +13.7% | +4.0% |
| 30D | -3.0% | -12.3% | +9.4% | +1.3% |
| 3M | +2.6% | -7.8% | +10.4% | +5.0% |
| 6M | +2.0% | -13.0% | +15.0% | +6.5% |
| YTD | -13.1% | +2.8% | -15.9% | -15.2% |
| 1Y | -13.8% | +10.6% | -24.5% | -18.4% |
| 3Y | +63.9% | +55.1% | +8.8% | +32.7% |
| 5Y | +42.3% | +91.7% | -49.3% | -2.8% |
| All | +42.3% | +89.9% | -47.6% | -2.8% |
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