+1,190.5%
NTAP vs CBRE
+2,234.5%
-1,044.0%
-74.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.3% |
| 7D | -0.8% | -2.0% | +1.2% | -0.2% |
| 30D | -0.5% | -2.2% | +1.6% | -0.2% |
| 3M | +4.1% | +12.9% | -8.8% | -0.4% |
| 6M | +88.0% | +4.3% | +83.6% | +83.4% |
| YTD | +75.6% | -8.0% | +83.6% | +77.4% |
| 1Y | +58.9% | -8.6% | +67.5% | +60.5% |
| 3Y | +153.6% | +71.9% | +81.7% | +109.4% |
| 5Y | +127.6% | +50.0% | +77.6% | +93.9% |
| 10Y | +580.4% | +390.1% | +190.3% | +306.9% |
| All | +1,190.5% | +2,234.5% | -1,044.0% | +250.5% |
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