+105.6%
NTAP vs CBRE
+26.4%
+79.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | +0.1% |
| 7D | -15.1% | +5.2% | -20.2% | -16.7% |
| 30D | -28.1% | +6.2% | -34.3% | -30.0% |
| 3M | -11.4% | -8.1% | -3.3% | -9.5% |
| 6M | +52.2% | -6.6% | +58.9% | +53.5% |
| YTD | +60.4% | -15.7% | +76.1% | +67.7% |
| 1Y | +51.0% | -9.7% | +60.7% | +52.8% |
| 3Y | +135.6% | +80.4% | +55.2% | +69.0% |
| All | +105.6% | +26.4% | +79.3% | +66.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling