+29.3%
CLX vs CBRE
+388.5%
-359.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.4% | +3.5% | +1.3% |
| 7D | +13.6% | -0.5% | +14.2% | +13.7% |
| 30D | +29.1% | +3.1% | +26.0% | +28.6% |
| 3M | +1.6% | -6.4% | +7.9% | +2.2% |
| 6M | +18.7% | -7.9% | +26.6% | +19.5% |
| YTD | +11.1% | -16.2% | +27.3% | +12.3% |
| 1Y | +7.0% | -11.2% | +18.2% | +7.7% |
| 3Y | -10.0% | +83.4% | -93.4% | -14.8% |
| 5Y | -22.6% | +28.4% | -51.1% | -26.0% |
| 10Y | +29.3% | +386.8% | -357.4% | +8.7% |
| All | +29.3% | +388.5% | -359.2% | +8.7% |
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 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