+392.5%
CBRE vs NWSA
+149.4%
+243.1%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.6% | +1.7% |
| 7D | -5.0% | -2.8% | -2.2% | -3.5% |
| 30D | -4.7% | +3.0% | -7.7% | -6.2% |
| 3M | +6.5% | +12.3% | -5.8% | -0.3% |
| 6M | +6.1% | +21.9% | -15.8% | -5.2% |
| YTD | -12.6% | +13.6% | -26.2% | -19.1% |
| 1Y | -15.3% | +0.5% | -15.8% | -16.4% |
| 3Y | +64.6% | +43.8% | +20.9% | +32.1% |
| 5Y | +45.0% | +41.2% | +3.8% | +14.1% |
| All | +392.5% | +149.4% | +243.1% | +158.8% |
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