+1,079.1%
NTAP vs CBRE
+2,039.6%
-960.5%
-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% | +0.5% | +0.1% |
| 7D | -15.1% | +5.2% | -20.2% | -16.5% |
| 30D | -28.1% | +6.2% | -34.3% | -29.7% |
| 3M | -11.4% | -8.1% | -3.3% | -10.0% |
| 6M | +52.2% | -6.6% | +58.9% | +52.8% |
| YTD | +60.4% | -15.7% | +76.1% | +65.3% |
| 1Y | +51.0% | -9.7% | +60.7% | +52.3% |
| 3Y | +135.6% | +80.4% | +55.2% | +90.9% |
| 5Y | +107.5% | +27.0% | +80.5% | +84.6% |
| 10Y | +608.6% | +412.9% | +195.7% | +317.9% |
| All | +1,079.1% | +2,039.6% | -960.5% | +226.6% |
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