+1,736.6%
NOC vs CBRE
+2,028.3%
-291.6%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.4% | +4.2% | +2.1% |
| 7D | -0.3% | -0.5% | +0.2% | -0.3% |
| 30D | +14.1% | +3.1% | +11.1% | +13.4% |
| 3M | -4.6% | -6.4% | +1.7% | -4.0% |
| 6M | +0.7% | -7.9% | +8.6% | +1.5% |
| YTD | -2.6% | -16.2% | +13.6% | -0.9% |
| 1Y | -1.0% | -11.2% | +10.3% | -0.1% |
| 3Y | +24.5% | +83.4% | -58.9% | +11.3% |
| 5Y | +64.3% | +28.4% | +35.9% | +52.8% |
| 10Y | +162.8% | +386.8% | -224.0% | +96.3% |
| All | +1,736.6% | +2,028.3% | -291.6% | +1,002.8% |
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