+7,999.2%
NVDA vs CBRE
+376.9%
+7,622.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.5% | -2.8% | -3.6% |
| 7D | -8.5% | -2.8% | -5.7% | -7.2% |
| 30D | -27.3% | +2.2% | -29.5% | -28.4% |
| 3M | -25.8% | -10.1% | -15.7% | -22.8% |
| 6M | -24.6% | -8.0% | -16.6% | -23.4% |
| YTD | -10.7% | -17.6% | +6.9% | -5.4% |
| 1Y | -14.0% | -14.7% | +0.7% | -10.8% |
| 3Y | +244.9% | +80.4% | +164.5% | +127.7% |
| 5Y | +449.3% | +25.9% | +423.4% | +339.7% |
| All | +7,999.2% | +376.9% | +7,622.3% | +3,822.4% |
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