+56.1%
NOC vs CBRE
+45.8%
+10.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.8% | +4.5% | +1.0% |
| 7D | -2.7% | -1.5% | -1.2% | -2.6% |
| 30D | -8.9% | -4.0% | -4.9% | -8.6% |
| 3M | -3.7% | +8.0% | -11.7% | -4.5% |
| 6M | -30.8% | +4.0% | -34.8% | -31.2% |
| YTD | -7.9% | -11.5% | +3.6% | -7.3% |
| 1Y | -9.4% | -13.0% | +3.6% | -8.7% |
| 3Y | +29.0% | +66.9% | -37.9% | +20.9% |
| 5Y | +56.1% | +45.0% | +11.0% | +44.7% |
| All | +56.1% | +45.8% | +10.3% | +44.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling