-34.0%
CLF vs CBRE
+79.1%
-113.1%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.3% | +1.9% |
| 7D | -19.6% | +5.2% | -24.7% | -21.3% |
| 30D | -5.0% | +6.2% | -11.2% | -8.0% |
| 3M | -6.3% | -8.1% | +1.8% | -4.0% |
| 6M | +2.8% | -6.6% | +9.4% | +4.0% |
| YTD | -13.7% | -15.7% | +2.0% | -9.2% |
| 1Y | +13.6% | -9.7% | +23.2% | +14.8% |
| 3Y | -34.0% | +80.4% | -114.4% | -54.5% |
| All | -34.0% | +79.1% | -113.1% | -54.5% |
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