+161.4%
NOC vs CBRE
+387.8%
-226.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.5% |
| 7D | +4.9% | -4.6% | +9.5% | +5.8% |
| 30D | +13.6% | +3.0% | +10.6% | +12.7% |
| 3M | -3.9% | -8.7% | +4.9% | -2.4% |
| 6M | +1.4% | -7.9% | +9.3% | +2.4% |
| YTD | -2.2% | -16.3% | +14.1% | +0.2% |
| 1Y | -1.2% | -13.1% | +11.9% | +0.3% |
| 3Y | +25.0% | +83.1% | -58.1% | +4.9% |
| 5Y | +66.0% | +27.7% | +38.3% | +49.1% |
| 10Y | +161.4% | +386.9% | -225.5% | +62.2% |
| All | +161.4% | +387.8% | -226.4% | +62.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CBRE.
Daily Out/Under-Performance
Portfolio return minus CBRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBRE 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 CBRE 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