+127.6%
NOK vs CBRE
+398.3%
-270.7%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -0.9% |
| 7D | +8.7% | -7.2% | +15.9% | +11.1% |
| 30D | +12.5% | -6.4% | +18.9% | +14.4% |
| 3M | -20.7% | +2.9% | -23.7% | -22.3% |
| 6M | +36.2% | +2.5% | +33.6% | +33.1% |
| YTD | +64.1% | -14.2% | +78.3% | +68.6% |
| 1Y | +132.4% | -15.1% | +147.5% | +139.1% |
| 3Y | +182.9% | +61.9% | +121.0% | +127.2% |
| 5Y | +102.8% | +42.4% | +60.4% | +67.4% |
| All | +127.6% | +398.3% | -270.7% | +18.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling