-26.7%
NVTS vs CBRE
+32.7%
-59.5%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.4% | +0.4% | -0.1% |
| 7D | +9.6% | -0.5% | +10.1% | +10.8% |
| 30D | -13.0% | +3.1% | -16.0% | -15.4% |
| 3M | -28.8% | -6.4% | -22.4% | -26.1% |
| 6M | -48.5% | -7.9% | -40.6% | -47.2% |
| YTD | +31.4% | -16.2% | +47.5% | +43.4% |
| 1Y | -2.3% | -11.2% | +8.9% | +0.6% |
| 3Y | +49.8% | +83.4% | -33.6% | -31.0% |
| 5Y | -43.2% | +28.4% | -71.6% | -64.0% |
| All | -26.7% | +32.7% | -59.5% | -53.7% |
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