-99.1%
NVD vs CBRE
+68.2%
-167.3%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.2% | +5.7% | +3.9% |
| 7D | +9.0% | -7.2% | +16.3% | +5.5% |
| 30D | -5.5% | -6.4% | +1.0% | -8.3% |
| 3M | -24.6% | +2.9% | -27.6% | -23.5% |
| 6M | -42.1% | +2.5% | -44.6% | -40.8% |
| YTD | -44.3% | -14.2% | -30.2% | -48.3% |
| 1Y | -54.2% | -15.1% | -39.0% | -57.9% |
| 3Y | -99.1% | +61.9% | -161.0% | -98.7% |
| All | -99.1% | +68.2% | -167.3% | -98.7% |
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