+21.7%
CTAS vs CBRE
-9.3%
+31.0%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.0% | -1.6% | -0.1% |
| 7D | -0.7% | +1.0% | -1.8% | -1.0% |
| 30D | +10.3% | +5.6% | +4.6% | +8.7% |
| 3M | +10.2% | -6.8% | +16.9% | +11.4% |
| 6M | +34.4% | -5.6% | +39.9% | +34.5% |
| YTD | +19.6% | -14.1% | +33.6% | +18.7% |
| All | +21.7% | -9.3% | +31.0% | +18.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling