+35.7%
CTSH vs CBRE
+376.9%
-341.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.5% | -0.4% |
| 7D | -4.2% | -2.8% | -1.4% | -3.0% |
| 30D | +3.9% | +2.2% | +1.7% | +2.5% |
| 3M | +10.2% | -10.1% | +20.3% | +14.9% |
| 6M | +35.3% | -8.0% | +43.3% | +39.1% |
| YTD | -21.8% | -17.6% | -4.2% | -15.9% |
| 1Y | -12.1% | -14.7% | +2.6% | -6.9% |
| 3Y | +2.0% | +80.4% | -78.3% | -25.5% |
| 5Y | -15.3% | +25.9% | -41.2% | -28.6% |
| All | +35.7% | +376.9% | -341.2% | -24.1% |
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