+392.5%
CBRE vs NYT
+489.9%
-97.4%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.5% | +1.4% | +1.7% |
| 7D | -5.0% | -0.6% | -4.4% | -4.8% |
| 30D | -4.7% | +4.6% | -9.3% | -6.0% |
| 3M | +6.5% | -9.6% | +16.1% | +9.3% |
| 6M | +6.1% | -14.0% | +20.1% | +10.1% |
| YTD | -12.6% | -2.8% | -9.8% | -12.9% |
| 1Y | -15.3% | +15.6% | -30.9% | -20.3% |
| 3Y | +64.6% | +56.3% | +8.3% | +37.2% |
| 5Y | +45.0% | +39.5% | +5.5% | +21.1% |
| All | +392.5% | +489.9% | -97.4% | +150.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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