+1,193.7%
CTSH vs CBRE
+2,039.6%
-845.9%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.6% | -2.1% | -2.5% |
| 7D | -0.6% | +5.2% | -5.8% | -2.2% |
| 30D | +13.4% | +6.2% | +7.2% | +11.0% |
| 3M | +14.4% | -8.1% | +22.5% | +17.1% |
| 6M | +27.7% | -6.6% | +34.4% | +29.9% |
| YTD | -20.6% | -15.7% | -4.9% | -16.8% |
| 1Y | -9.1% | -9.7% | +0.5% | -6.8% |
| 3Y | +3.1% | +80.4% | -77.3% | -16.1% |
| 5Y | -11.8% | +27.0% | -38.8% | -20.6% |
| 10Y | +42.7% | +412.9% | -370.2% | -17.7% |
| All | +1,193.7% | +2,039.6% | -845.9% | +292.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling