-1.4%
CLX vs CBRE
+381.8%
-383.3%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.8% | -0.3% | -2.0% |
| 7D | -4.9% | -1.7% | -3.3% | -4.8% |
| 30D | -15.8% | -3.0% | -12.9% | -15.6% |
| 3M | -7.9% | +2.6% | -10.6% | -8.1% |
| 6M | -19.0% | +2.0% | -21.0% | -19.2% |
| YTD | -7.9% | -13.1% | +5.2% | -7.2% |
| 1Y | -25.4% | -13.8% | -11.5% | -24.7% |
| 3Y | -35.0% | +63.9% | -98.9% | -38.0% |
| 5Y | -36.8% | +42.3% | -79.1% | -39.8% |
| 10Y | -1.4% | +401.2% | -402.6% | -16.8% |
| All | -1.4% | +381.8% | -383.3% | -16.8% |
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 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