+1,624.0%
NOC vs CBRE
+2,234.5%
-610.4%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.6% | -1.9% | -2.4% |
| 7D | -5.2% | -2.0% | -3.2% | -4.9% |
| 30D | -7.2% | -2.2% | -5.0% | -7.0% |
| 3M | -5.1% | +12.9% | -18.0% | -7.0% |
| 6M | -31.1% | +4.3% | -35.4% | -31.7% |
| YTD | -8.6% | -8.0% | -0.5% | -8.1% |
| 1Y | -9.7% | -8.6% | -1.2% | -9.2% |
| 3Y | +24.3% | +71.9% | -47.6% | +12.3% |
| 5Y | +52.6% | +50.0% | +2.6% | +38.9% |
| 10Y | +183.6% | +390.1% | -206.5% | +111.7% |
| All | +1,624.0% | +2,234.5% | -610.4% | +923.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling