+123.7%
CLF vs CBRE
+397.8%
-274.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.6% | +2.4% | +2.2% |
| 7D | +7.6% | -2.0% | +9.5% | +8.7% |
| 30D | -1.2% | -2.2% | +1.0% | -0.8% |
| 3M | -13.4% | +12.9% | -26.3% | -22.0% |
| 6M | +15.4% | +4.3% | +11.1% | +9.7% |
| YTD | -5.9% | -8.0% | +2.2% | -4.0% |
| 1Y | +18.8% | -8.6% | +27.4% | +21.5% |
| 3Y | -19.4% | +71.9% | -91.3% | -49.9% |
| 5Y | -47.7% | +50.0% | -97.7% | -64.6% |
| All | +123.7% | +397.8% | -274.1% | -42.8% |
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