+27.7%
CBRE vs CLBK
+27.8%
0.0%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.3% | -0.2% |
| 7D | -4.6% | +2.2% | -6.8% | -5.3% |
| 30D | +3.0% | +5.0% | -2.0% | +1.2% |
| 3M | -8.7% | +3.3% | -12.0% | -9.9% |
| 6M | -7.9% | +29.6% | -37.5% | -16.4% |
| YTD | -16.3% | +62.1% | -78.4% | -30.2% |
| 1Y | -13.1% | +64.3% | -77.5% | -28.0% |
| 3Y | +83.1% | +55.6% | +27.5% | +51.1% |
| 5Y | +27.7% | +29.3% | -1.5% | +5.4% |
| All | +27.7% | +27.8% | 0.0% | +5.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling