+454.0%
CBRE vs PAYC
+1,229.9%
-775.9%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.7% | +3.1% | +0.4% |
| 7D | -2.0% | -2.9% | +0.9% | -1.2% |
| 30D | -2.2% | +32.8% | -34.9% | -10.4% |
| 3M | +12.9% | +69.3% | -56.4% | -3.7% |
| 6M | +4.3% | +74.0% | -69.7% | -12.4% |
| YTD | -8.0% | +46.4% | -54.5% | -19.1% |
| 1Y | -8.6% | +4.2% | -12.7% | -11.8% |
| 3Y | +71.9% | -19.7% | +91.6% | +68.9% |
| 5Y | +50.0% | -52.0% | +102.0% | +64.4% |
| 10Y | +390.1% | +356.9% | +33.2% | +211.6% |
| All | +454.0% | +1,229.9% | -775.9% | +232.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PAYC.
Daily Out/Under-Performance
Portfolio return minus PAYC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAYC 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 PAYC 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