+475.8%
NVDA vs CBRE
+27.5%
+448.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.4% | -3.0% | -4.2% |
| 7D | -18.3% | -0.5% | -17.7% | -18.1% |
| 30D | -26.3% | +3.1% | -29.4% | -27.8% |
| 3M | -22.3% | -6.4% | -15.9% | -20.7% |
| 6M | -21.3% | -7.9% | -13.5% | -20.0% |
| YTD | -9.2% | -16.2% | +6.9% | -4.0% |
| 1Y | -14.9% | -11.2% | -3.7% | -13.7% |
| 3Y | +250.5% | +83.4% | +167.0% | +89.8% |
| 5Y | +475.8% | +28.4% | +447.4% | +319.4% |
| All | +475.8% | +27.5% | +448.3% | +319.4% |
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 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