+1,126.5%
NTAP vs CBRE
+2,028.3%
-901.8%
-74.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.4% | +0.7% |
| 7D | -7.8% | -0.5% | -7.2% | -7.6% |
| 30D | -25.8% | +3.1% | -28.8% | -26.8% |
| 3M | -11.2% | -6.4% | -4.9% | -10.2% |
| 6M | +49.9% | -7.9% | +57.8% | +51.1% |
| YTD | +66.9% | -16.2% | +83.0% | +72.2% |
| 1Y | +58.8% | -11.2% | +70.1% | +61.0% |
| 3Y | +140.8% | +83.4% | +57.4% | +94.2% |
| 5Y | +115.0% | +28.4% | +86.5% | +90.6% |
| 10Y | +570.8% | +386.8% | +184.0% | +301.0% |
| All | +1,126.5% | +2,028.3% | -901.8% | +240.3% |
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