+1,566.8%
CLS vs CBRE
+2,234.5%
-667.7%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +1.0% |
| 7D | +4.6% | -2.0% | +6.5% | +5.4% |
| 30D | -13.9% | -2.2% | -11.7% | -13.3% |
| 3M | -26.6% | +12.9% | -39.5% | -29.9% |
| 6M | +15.4% | +4.3% | +11.1% | +12.7% |
| YTD | +5.7% | -8.0% | +13.7% | +6.8% |
| 1Y | +41.1% | -8.6% | +49.7% | +42.7% |
| 3Y | +1,228.6% | +71.9% | +1,156.7% | +1,005.4% |
| 5Y | +3,240.6% | +50.0% | +3,190.6% | +2,789.8% |
| 10Y | +2,760.3% | +390.1% | +2,370.3% | +1,617.9% |
| All | +1,566.8% | +2,234.5% | -667.7% | +313.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling