-12.7%
CLX vs CBRE
+79.1%
-91.8%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.4% |
| 7D | +13.6% | +5.2% | +8.4% | +12.6% |
| 30D | +23.4% | +6.2% | +17.1% | +21.9% |
| 3M | -2.8% | -8.1% | +5.3% | -1.7% |
| 6M | +14.0% | -6.6% | +20.6% | +14.7% |
| YTD | +4.2% | -15.7% | +19.9% | +5.3% |
| 1Y | -1.2% | -9.7% | +8.5% | -1.0% |
| 3Y | -12.7% | +80.4% | -93.1% | -19.3% |
| All | -12.7% | +79.1% | -91.8% | -19.3% |
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