-15.8%
CTSH vs CBRE
+26.1%
-41.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.1% | -0.8% |
| 7D | -2.1% | -1.8% | -0.4% | -1.4% |
| 30D | +1.4% | +3.3% | -1.9% | -0.6% |
| 3M | +7.5% | -12.4% | +19.8% | +13.5% |
| 6M | +39.6% | -5.4% | +44.9% | +41.8% |
| YTD | -22.3% | -17.2% | -5.1% | -16.4% |
| 1Y | -12.0% | -13.1% | +1.1% | -7.3% |
| 3Y | +1.8% | +81.6% | -79.8% | -28.6% |
| All | -15.8% | +26.1% | -41.9% | -30.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling