-0.1%
CTAS vs CBRE
-12.5%
+12.4%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.8% | +3.8% | +0.9% |
| 7D | 0.0% | -1.5% | +1.5% | +0.3% |
| 30D | -1.0% | -4.0% | +3.0% | -0.2% |
| 3M | +15.8% | +8.0% | +7.8% | +13.7% |
| 6M | -1.0% | +4.0% | -5.0% | -2.5% |
| YTD | +7.4% | -11.5% | +18.9% | +7.1% |
| 1Y | -0.1% | -13.0% | +12.9% | -0.3% |
| All | -0.1% | -12.5% | +12.4% | -0.3% |
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 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