+3,059.8%
NTRA vs CBRE
+407.4%
+2,652.3%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.8% | -1.0% | -0.2% |
| 7D | +0.2% | -5.0% | +5.2% | +3.1% |
| 30D | +4.1% | -4.7% | +8.8% | +6.5% |
| 3M | +50.0% | +6.5% | +43.5% | +43.2% |
| 6M | +67.3% | +6.1% | +61.2% | +60.0% |
| YTD | +43.6% | -12.6% | +56.2% | +51.2% |
| 1Y | +89.2% | -15.3% | +104.6% | +102.5% |
| 3Y | +502.5% | +64.6% | +437.9% | +318.7% |
| 5Y | +173.8% | +45.0% | +128.8% | +103.3% |
| All | +3,059.8% | +407.4% | +2,652.3% | +882.8% |
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