+45.0%
CBRE vs CLBK
+43.5%
+1.5%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.6% | -3.2% | -3.6% |
| 7D | -1.5% | +1.1% | -2.7% | -1.9% |
| 30D | -4.0% | +7.8% | -11.8% | -6.7% |
| 3M | +8.0% | +23.9% | -15.9% | -0.3% |
| 6M | +4.0% | +42.3% | -38.3% | -8.8% |
| YTD | -11.5% | +65.4% | -76.9% | -26.8% |
| 1Y | -13.0% | +70.3% | -83.3% | -29.1% |
| 3Y | +66.9% | +54.5% | +12.4% | +37.9% |
| 5Y | +45.0% | +43.1% | +1.9% | +14.7% |
| All | +45.0% | +43.5% | +1.5% | +14.7% |
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