+1,002.9%
CLS vs CBRE
+2,039.6%
-1,036.8%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.7% |
| 7D | -22.2% | +5.2% | -27.3% | -23.6% |
| 30D | -44.4% | +6.2% | -50.6% | -45.7% |
| 3M | -34.3% | -8.1% | -26.2% | -32.9% |
| 6M | -50.1% | -6.6% | -43.4% | -49.7% |
| YTD | -30.1% | -15.7% | -14.4% | -27.7% |
| 1Y | -39.3% | -9.7% | -29.7% | -38.7% |
| 3Y | +732.7% | +80.4% | +652.3% | +579.6% |
| 5Y | +1,777.2% | +27.0% | +1,750.2% | +1,601.1% |
| 10Y | +1,645.6% | +412.9% | +1,232.7% | +936.0% |
| All | +1,002.9% | +2,039.6% | -1,036.8% | +180.2% |
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