-7.8%
CLX vs CBRE
+82.7%
-90.5%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.7% | +1.1% |
| 7D | +9.5% | -1.8% | +11.3% | +9.9% |
| 30D | +30.7% | +3.3% | +27.4% | +29.8% |
| 3M | +4.2% | -12.4% | +16.6% | +6.4% |
| 6M | +22.1% | -5.4% | +27.5% | +22.9% |
| YTD | +14.1% | -17.2% | +31.3% | +15.7% |
| 1Y | +10.3% | -13.1% | +23.4% | +11.1% |
| 3Y | -7.8% | +81.6% | -89.4% | -16.8% |
| All | -7.8% | +82.7% | -90.5% | -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 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