-15.1%
CBRE vs NWSA
+1.3%
-16.5%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -0.8% |
| 7D | -7.2% | -4.8% | -2.5% | -5.0% |
| 30D | -6.4% | +3.0% | -9.4% | -7.7% |
| 3M | +2.9% | +9.3% | -6.4% | -1.8% |
| 6M | +2.5% | +23.2% | -20.7% | -7.6% |
| YTD | -14.2% | +13.3% | -27.5% | -20.1% |
| 1Y | -15.1% | +2.9% | -18.0% | -18.4% |
| All | -15.1% | +1.3% | -16.5% | -18.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling