-13.1%
CBRE vs NWSA
+2.3%
-15.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.7% | -2.2% | -0.8% |
| 7D | -1.8% | +2.2% | -4.0% | -2.8% |
| 30D | +3.3% | -8.8% | +12.1% | +7.1% |
| 3M | -12.4% | -6.5% | -5.9% | -10.3% |
| 6M | -5.4% | +1.5% | -6.9% | -7.6% |
| YTD | -17.2% | +4.0% | -21.2% | -21.0% |
| 1Y | -13.1% | +3.4% | -16.5% | -16.7% |
| All | -13.1% | +2.3% | -15.4% | -16.7% |
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