-63.6%
CLSK vs CBRE
+420.6%
-484.2%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +1.2% |
| 7D | +8.8% | -2.0% | +10.8% | +10.0% |
| 30D | -6.0% | -2.2% | -3.8% | -5.4% |
| 3M | -24.4% | +12.9% | -37.3% | -29.7% |
| 6M | +19.0% | +4.3% | +14.7% | +15.1% |
| YTD | +25.4% | -8.0% | +33.4% | +27.7% |
| 1Y | +39.8% | -8.6% | +48.3% | +42.4% |
| 3Y | +177.7% | +71.9% | +105.8% | +112.5% |
| 5Y | -11.0% | +50.0% | -61.0% | -29.3% |
| All | -63.6% | +420.6% | -484.2% | -87.8% |
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