+589.7%
NTAP vs CBRE
+381.8%
+207.9%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.8% | -0.5% | -1.5% |
| 7D | +2.2% | -1.7% | +3.9% | +2.9% |
| 30D | -7.0% | -3.0% | -4.1% | -6.2% |
| 3M | +12.3% | +2.6% | +9.7% | +9.6% |
| 6M | +85.1% | +2.0% | +83.1% | +79.7% |
| YTD | +74.8% | -13.1% | +87.9% | +81.7% |
| 1Y | +52.7% | -13.8% | +66.5% | +58.9% |
| 3Y | +147.7% | +63.9% | +83.8% | +83.1% |
| 5Y | +124.8% | +42.3% | +82.5% | +74.0% |
| 10Y | +589.7% | +401.2% | +188.5% | +193.4% |
| All | +589.7% | +381.8% | +207.9% | +193.4% |
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