+1,738.4%
NOC vs CBRE
+1,992.7%
-254.4%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | -0.1% |
| 7D | +4.5% | -2.8% | +7.3% | +5.0% |
| 30D | +14.1% | +2.2% | +11.9% | +13.5% |
| 3M | -4.5% | -10.1% | +5.6% | -3.2% |
| 6M | -0.8% | -8.0% | +7.2% | 0.0% |
| YTD | -2.5% | -17.6% | +15.0% | -0.6% |
| 1Y | -0.1% | -14.7% | +14.6% | +1.4% |
| 3Y | +24.6% | +80.4% | -55.7% | +11.7% |
| 5Y | +65.6% | +25.9% | +39.7% | +54.4% |
| 10Y | +160.5% | +379.5% | -219.0% | +95.1% |
| All | +1,738.4% | +1,992.7% | -254.4% | +1,006.6% |
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