-20.4%
CLF vs CBRE
+84.7%
-105.1%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.2% | +2.3% | +2.2% |
| 7D | +2.3% | -4.6% | +7.0% | +4.4% |
| 30D | +1.9% | +3.0% | -1.0% | +0.1% |
| 3M | +5.9% | -8.7% | +14.6% | +8.9% |
| 6M | +16.9% | -7.9% | +24.8% | +19.0% |
| YTD | -1.1% | -16.3% | +15.2% | +4.3% |
| 1Y | +28.8% | -13.1% | +41.9% | +33.0% |
| All | -20.4% | +84.7% | -105.1% | -45.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling