-25.3%
NVTS vs CBRE
+30.5%
-55.8%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -1.5% | -3.5% | -3.9% |
| 7D | +21.6% | -2.8% | +24.4% | +24.6% |
| 30D | -8.5% | +2.2% | -10.7% | -10.4% |
| 3M | -31.4% | -10.1% | -21.3% | -26.3% |
| 6M | -50.3% | -8.0% | -42.3% | -49.2% |
| YTD | +33.9% | -17.6% | +51.5% | +48.2% |
| 1Y | +10.6% | -14.7% | +25.4% | +18.3% |
| 3Y | +52.7% | +80.4% | -27.6% | -28.7% |
| 5Y | -48.5% | +25.9% | -74.4% | -66.9% |
| All | -25.3% | +30.5% | -55.8% | -52.1% |
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