+37.5%
NVTS vs CBRE
+61.2%
-23.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.2% | -2.7% | -3.1% |
| 7D | +0.5% | -7.2% | +7.7% | +5.1% |
| 30D | -18.0% | -6.4% | -11.6% | -15.4% |
| 3M | -45.6% | +2.9% | -48.5% | -48.1% |
| 6M | +28.5% | +2.5% | +25.9% | +21.8% |
| YTD | +56.2% | -14.2% | +70.3% | +67.0% |
| 1Y | +97.7% | -15.1% | +112.8% | +112.4% |
| All | +37.5% | +61.2% | -23.7% | -26.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling