+366.6%
CBRE vs NWSA
+148.1%
+218.5%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.7% | -2.2% | -1.0% |
| 7D | -1.8% | +2.2% | -4.0% | -2.9% |
| 30D | +3.3% | -8.8% | +12.1% | +8.0% |
| 3M | -12.4% | -6.5% | -5.9% | -9.8% |
| 6M | -5.4% | +1.5% | -6.9% | -7.2% |
| YTD | -17.2% | +4.0% | -21.2% | -20.2% |
| 1Y | -13.1% | +3.4% | -16.5% | -16.0% |
| 3Y | +81.6% | +34.8% | +46.7% | +49.8% |
| 5Y | +26.4% | +18.4% | +8.1% | +8.9% |
| All | +366.6% | +148.1% | +218.5% | +140.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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