+813.9%
CTAS vs CBRE
+421.6%
+392.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.0% | -1.6% | -0.5% |
| 7D | -0.7% | +1.0% | -1.8% | -1.2% |
| 30D | +10.3% | +5.6% | +4.6% | +7.3% |
| 3M | +10.2% | -6.8% | +16.9% | +12.8% |
| 6M | +34.4% | -5.6% | +39.9% | +36.3% |
| YTD | +19.6% | -14.1% | +33.6% | +24.7% |
| 1Y | +21.8% | -9.5% | +31.3% | +23.9% |
| 3Y | +74.1% | +91.8% | -17.7% | +18.7% |
| 5Y | +114.0% | +30.3% | +83.7% | +72.3% |
| 10Y | +813.9% | +406.9% | +407.1% | +283.7% |
| All | +813.9% | +421.6% | +392.4% | +283.7% |
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