+2,317.2%
CBRE vs NVS
+711.5%
+1,605.7%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.3% | +1.0% |
| 7D | -2.0% | +4.0% | -6.0% | -5.4% |
| 30D | -2.2% | +3.6% | -5.8% | -5.5% |
| 3M | +12.9% | +7.8% | +5.1% | +4.9% |
| 6M | +4.3% | -0.2% | +4.5% | +3.0% |
| YTD | -8.0% | +19.6% | -27.6% | -22.8% |
| 1Y | -8.6% | +28.4% | -36.9% | -28.2% |
| 3Y | +71.9% | +76.2% | -4.3% | -2.4% |
| 5Y | +50.0% | +111.1% | -61.1% | -30.4% |
| 10Y | +390.1% | +224.3% | +165.8% | +37.5% |
| All | +2,317.2% | +711.5% | +1,605.7% | +161.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling