-7.8%
NVTS vs CBRE
+45.6%
-53.4%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.6% | +6.9% | +6.8% |
| 7D | +2.7% | -2.0% | +4.7% | +4.0% |
| 30D | -4.5% | -2.2% | -2.3% | -3.7% |
| 3M | -61.5% | +12.9% | -74.4% | -66.5% |
| 6M | +28.0% | +4.3% | +23.7% | +18.7% |
| YTD | +65.3% | -8.0% | +73.3% | +68.1% |
| 1Y | +113.0% | -8.6% | +121.6% | +116.3% |
| 3Y | +34.7% | +71.9% | -37.2% | -31.3% |
| All | -7.8% | +45.6% | -53.4% | -45.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling