+563.6%
CBRE vs NWSA
+127.4%
+436.2%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.2% | +0.4% |
| 7D | -2.0% | -1.9% | -0.1% | -0.9% |
| 30D | -2.2% | +4.6% | -6.8% | -4.7% |
| 3M | +12.9% | +13.2% | -0.3% | +5.2% |
| 6M | +4.3% | +27.0% | -22.7% | -8.8% |
| YTD | -8.0% | +16.8% | -24.9% | -16.1% |
| 1Y | -8.6% | +4.5% | -13.1% | -11.7% |
| 3Y | +71.9% | +46.2% | +25.7% | +37.0% |
| 5Y | +50.0% | +40.9% | +9.1% | +18.5% |
| 10Y | +390.1% | +145.1% | +244.9% | +162.2% |
| All | +563.6% | +127.4% | +436.2% | +262.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling