+74.6%
CLF vs CBRE
+379.0%
-304.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.4% | -3.7% | -3.5% |
| 7D | +10.4% | -1.8% | +12.1% | +11.6% |
| 30D | +0.6% | +3.3% | -2.7% | -2.9% |
| 3M | +4.1% | -12.4% | +16.5% | +11.0% |
| 6M | +15.1% | -5.4% | +20.5% | +15.0% |
| YTD | -4.7% | -17.2% | +12.5% | +2.6% |
| 1Y | +20.4% | -13.1% | +33.5% | +25.2% |
| 3Y | -23.4% | +81.6% | -104.9% | -54.6% |
| 5Y | -43.3% | +26.4% | -69.7% | -57.1% |
| All | +74.6% | +379.0% | -304.4% | -47.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CBRE.
Daily Out/Under-Performance
Portfolio return minus CBRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBRE 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 CBRE 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