-60.8%
CLSK vs CBRE
+394.8%
-455.6%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.8% | +5.0% | +5.9% |
| 7D | +7.7% | -5.0% | +12.7% | +10.2% |
| 30D | +12.2% | -4.7% | +16.9% | +14.1% |
| 3M | -15.5% | +6.5% | -22.0% | -19.2% |
| 6M | +39.3% | +6.1% | +33.3% | +33.3% |
| YTD | +35.1% | -12.6% | +47.7% | +40.8% |
| 1Y | +34.0% | -15.3% | +49.3% | +41.5% |
| 3Y | +226.3% | +64.6% | +161.6% | +154.7% |
| 5Y | +6.4% | +45.0% | -38.6% | -13.7% |
| All | -60.8% | +394.8% | -455.6% | -86.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling