+157.4%
NOC vs CBRE
+379.0%
-221.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.2% |
| 7D | +4.8% | -1.8% | +6.6% | +5.2% |
| 30D | +11.0% | +3.3% | +7.7% | +10.1% |
| 3M | -3.8% | -12.4% | +8.6% | -1.6% |
| 6M | +0.6% | -5.4% | +6.0% | +1.1% |
| YTD | -2.3% | -17.2% | +14.9% | +0.3% |
| 1Y | +0.3% | -13.1% | +13.3% | +1.8% |
| 3Y | +24.6% | +81.6% | -57.0% | +4.7% |
| 5Y | +66.0% | +26.4% | +39.6% | +49.4% |
| All | +157.4% | +379.0% | -221.6% | +62.9% |
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