+63.6%
CBRE vs CLBK
+51.6%
+12.1%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.5% | -1.3% |
| 7D | -1.7% | -1.5% | -0.2% | -1.1% |
| 30D | -3.0% | +6.7% | -9.6% | -5.5% |
| 3M | +2.6% | +21.2% | -18.5% | -5.1% |
| 6M | +2.0% | +42.0% | -40.0% | -11.5% |
| YTD | -13.1% | +63.3% | -76.4% | -28.9% |
| 1Y | -13.8% | +65.4% | -79.2% | -30.2% |
| All | +63.6% | +51.6% | +12.1% | +30.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling