-12.9%
NVTS vs CBRE
+35.9%
-48.8%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.2% | -2.7% | -2.9% |
| 7D | +0.5% | -7.2% | +7.7% | +6.6% |
| 30D | -18.0% | -6.4% | -11.6% | -14.6% |
| 3M | -45.6% | +2.9% | -48.5% | -48.9% |
| 6M | +28.5% | +2.5% | +25.9% | +19.9% |
| YTD | +56.2% | -14.2% | +70.3% | +67.8% |
| 1Y | +97.7% | -15.1% | +112.8% | +113.3% |
| 3Y | +35.0% | +61.9% | -26.9% | -28.0% |
| All | -12.9% | +35.9% | -48.8% | -45.8% |
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