-41.4%
CLF vs CBRE
+25.7%
-67.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | +0.3% |
| 7D | +16.0% | -2.8% | +18.8% | +17.7% |
| 30D | +1.6% | +2.2% | -0.6% | -0.7% |
| 3M | +6.7% | -10.1% | +16.8% | +11.2% |
| 6M | +21.1% | -8.0% | +29.1% | +23.3% |
| YTD | -1.6% | -17.6% | +16.0% | +5.8% |
| 1Y | +18.5% | -14.7% | +33.2% | +24.5% |
| 3Y | -21.0% | +80.4% | -101.4% | -52.6% |
| 5Y | -41.4% | +25.9% | -67.3% | -57.7% |
| All | -41.4% | +25.7% | -67.1% | -57.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling