-6.3%
NVTS vs CBRE
+40.1%
-46.3%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.8% | +5.5% | +4.7% |
| 7D | +9.7% | -1.5% | +11.2% | +10.6% |
| 30D | -13.6% | -4.0% | -9.6% | -11.8% |
| 3M | -51.0% | +8.0% | -59.0% | -55.8% |
| 6M | +46.3% | +4.0% | +42.4% | +35.1% |
| YTD | +68.1% | -11.5% | +79.6% | +76.1% |
| 1Y | +113.9% | -13.0% | +126.9% | +126.2% |
| 3Y | +45.3% | +66.9% | -21.6% | -24.4% |
| All | -6.3% | +40.1% | -46.3% | -43.1% |
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 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