+50.1%
PYPL vs CBRE
+400.8%
-350.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.0% | -0.6% | +0.4% |
| 7D | +2.2% | +1.0% | +1.1% | +1.7% |
| 30D | +8.1% | +5.6% | +2.5% | +5.1% |
| 3M | +1.9% | -6.8% | +8.7% | +4.5% |
| 6M | +33.1% | -5.6% | +38.7% | +35.4% |
| YTD | +3.8% | -14.1% | +17.8% | +9.7% |
| 1Y | -8.3% | -9.5% | +1.2% | -5.5% |
| 3Y | +11.9% | +91.8% | -79.9% | -21.8% |
| 5Y | -70.4% | +30.3% | -100.8% | -75.7% |
| All | +50.1% | +400.8% | -350.7% | -23.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling