+42.4%
CBRE vs CPAY
+53.2%
-10.8%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.5% |
| 7D | -7.2% | -2.7% | -4.6% | -6.0% |
| 30D | -6.4% | +0.6% | -7.0% | -6.7% |
| 3M | +2.9% | +17.0% | -14.1% | -4.9% |
| 6M | +2.5% | +24.1% | -21.6% | -8.8% |
| YTD | -14.2% | +35.7% | -49.9% | -27.4% |
| 1Y | -15.1% | +34.0% | -49.2% | -28.1% |
| 3Y | +61.9% | +50.3% | +11.6% | +23.7% |
| 5Y | +42.4% | +56.7% | -14.3% | -3.3% |
| All | +42.4% | +53.2% | -10.8% | -3.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling