+61.7%
CBRE vs CPAY
+49.2%
+12.5%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.5% |
| 7D | -7.2% | -2.7% | -4.6% | -6.2% |
| 30D | -6.4% | +0.6% | -7.0% | -6.6% |
| 3M | +2.9% | +17.0% | -14.1% | -3.7% |
| 6M | +2.5% | +24.1% | -21.6% | -7.0% |
| YTD | -14.2% | +35.7% | -49.9% | -25.1% |
| 1Y | -15.1% | +34.0% | -49.2% | -25.7% |
| All | +61.7% | +49.2% | +12.5% | +25.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 3y: compounded portfolio wealth divided by compounded CPAY 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…
3y analysis · Full analysis span regression · 6 months rolling