-33.0%
CLX vs CBRE
+73.2%
-106.2%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -1.2% |
| 7D | -9.2% | -2.0% | -7.3% | -8.9% |
| 30D | -11.0% | -2.2% | -8.9% | -10.8% |
| 3M | +5.0% | +12.9% | -7.9% | +3.1% |
| 6M | -18.8% | +4.3% | -23.1% | -19.6% |
| YTD | -4.4% | -8.0% | +3.6% | -4.5% |
| 1Y | -21.9% | -8.6% | -13.3% | -22.0% |
| All | -33.0% | +73.2% | -106.2% | -42.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling