+184.6%
CBRE vs CLBK
+63.6%
+121.0%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.3% | -0.2% |
| 7D | -4.6% | +2.2% | -6.8% | -5.6% |
| 30D | +3.0% | +5.0% | -2.0% | +0.5% |
| 3M | -8.7% | +3.3% | -12.0% | -10.5% |
| 6M | -7.9% | +29.6% | -37.5% | -19.8% |
| YTD | -16.3% | +62.1% | -78.4% | -35.5% |
| 1Y | -13.1% | +64.3% | -77.5% | -33.6% |
| 3Y | +83.1% | +55.6% | +27.5% | +37.4% |
| 5Y | +27.7% | +29.3% | -1.5% | -0.6% |
| All | +184.6% | +63.6% | +121.0% | +79.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 10y: compounded portfolio wealth divided by compounded CLBK 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…
10y analysis · Full analysis span regression · 6 months rolling