+266.2%
CLX vs CBRE
+2,039.6%
-1,773.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.3% |
| 7D | +13.6% | +5.2% | +8.4% | +13.1% |
| 30D | +23.4% | +6.2% | +17.1% | +22.6% |
| 3M | -2.8% | -8.1% | +5.3% | -2.2% |
| 6M | +14.0% | -6.6% | +20.6% | +14.6% |
| YTD | +4.2% | -15.7% | +19.9% | +5.4% |
| 1Y | -1.2% | -9.7% | +8.5% | -0.6% |
| 3Y | -12.7% | +80.4% | -93.1% | -17.9% |
| 5Y | -26.5% | +27.0% | -53.5% | -29.2% |
| 10Y | +20.2% | +412.9% | -392.7% | -0.3% |
| All | +266.2% | +2,039.6% | -1,773.4% | +125.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling