+25.6%
NOC vs CBRE
+73.2%
-47.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.6% | -1.9% | -2.5% |
| 7D | -5.2% | -2.0% | -3.2% | -5.1% |
| 30D | -7.2% | -2.2% | -5.0% | -7.1% |
| 3M | -5.1% | +12.9% | -18.0% | -6.0% |
| 6M | -31.1% | +4.3% | -35.4% | -31.4% |
| YTD | -8.6% | -8.0% | -0.5% | -8.4% |
| 1Y | -9.7% | -8.6% | -1.2% | -9.5% |
| All | +25.6% | +73.2% | -47.6% | +22.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling