-30.1%
NVTS vs CBRE
+31.1%
-61.2%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.4% | -6.8% | -6.7% |
| 7D | +3.9% | -1.8% | +5.7% | +5.6% |
| 30D | -4.3% | +3.3% | -7.6% | -7.2% |
| 3M | -34.5% | -12.4% | -22.1% | -28.1% |
| 6M | -57.7% | -5.4% | -52.4% | -57.8% |
| YTD | +25.4% | -17.2% | +42.6% | +38.2% |
| 1Y | +13.1% | -13.1% | +26.2% | +18.7% |
| 3Y | +48.9% | +81.6% | -32.6% | -30.9% |
| 5Y | -51.8% | +26.4% | -78.2% | -69.1% |
| All | -30.1% | +31.1% | -61.2% | -55.3% |
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