+685.6%
CTAS vs CBRE
+390.7%
+294.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.8% | +3.8% | +1.7% |
| 7D | 0.0% | -1.5% | +1.5% | +0.6% |
| 30D | -1.0% | -4.0% | +3.0% | +0.5% |
| 3M | +15.8% | +8.0% | +7.8% | +11.4% |
| 6M | -1.0% | +4.0% | -5.0% | -3.6% |
| YTD | +7.4% | -11.5% | +18.9% | +11.1% |
| 1Y | -0.1% | -13.0% | +12.9% | +3.8% |
| 3Y | +66.3% | +66.9% | -0.6% | +22.0% |
| 5Y | +111.0% | +45.0% | +65.9% | +61.5% |
| All | +685.6% | +390.7% | +294.8% | +223.3% |
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 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