+514.3%
PAYX vs CBRE
+2,105.5%
-1,591.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.8% | -0.1% | -1.5% |
| 7D | -7.5% | -1.7% | -5.8% | -7.1% |
| 30D | -5.3% | -3.0% | -2.3% | -4.7% |
| 3M | +15.6% | +2.6% | +13.0% | +14.8% |
| 6M | +19.5% | +2.0% | +17.5% | +18.6% |
| YTD | +5.8% | -13.1% | +18.9% | +8.6% |
| 1Y | -10.9% | -13.8% | +3.0% | -8.4% |
| 3Y | +5.4% | +63.9% | -58.4% | -7.1% |
| 5Y | +20.4% | +42.3% | -21.9% | +8.6% |
| 10Y | +164.1% | +401.2% | -237.1% | +83.0% |
| All | +514.3% | +2,105.5% | -1,591.2% | +147.5% |
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