+195.4%
CBRE vs CLBK
+64.7%
+130.7%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.5% | -1.2% |
| 7D | -1.7% | -1.5% | -0.2% | -0.9% |
| 30D | -3.0% | +6.7% | -9.6% | -6.3% |
| 3M | +2.6% | +21.2% | -18.5% | -7.3% |
| 6M | +2.0% | +42.0% | -40.0% | -15.2% |
| YTD | -13.1% | +63.3% | -76.4% | -33.2% |
| 1Y | -13.8% | +65.4% | -79.2% | -34.6% |
| 3Y | +63.9% | +52.5% | +11.4% | +24.6% |
| 5Y | +42.3% | +42.0% | +0.4% | +2.7% |
| All | +195.4% | +64.7% | +130.7% | +85.3% |
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