+127.9%
NOK vs CBRE
+379.0%
-251.1%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.4% | -3.0% | -2.7% |
| 7D | +5.4% | -1.8% | +7.1% | +5.9% |
| 30D | -14.1% | +3.3% | -17.4% | -15.1% |
| 3M | -23.6% | -12.4% | -11.2% | -20.9% |
| 6M | -45.1% | -5.4% | -39.8% | -44.9% |
| YTD | +24.7% | -17.2% | +41.9% | +29.3% |
| 1Y | +19.0% | -13.1% | +32.1% | +21.3% |
| 3Y | +147.0% | +81.6% | +65.5% | +90.8% |
| 5Y | +58.2% | +26.4% | +31.7% | +35.1% |
| All | +127.9% | +379.0% | -251.1% | +29.7% |
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 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