+38.8%
PYPL vs CBRE
+381.8%
-343.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.8% | -0.1% | -1.0% |
| 7D | -4.3% | -1.7% | -2.7% | -3.5% |
| 30D | -11.5% | -3.0% | -8.5% | -10.5% |
| 3M | +26.1% | +2.6% | +23.5% | +24.2% |
| 6M | +13.7% | +2.0% | +11.7% | +11.9% |
| YTD | -9.8% | -13.1% | +3.3% | -4.8% |
| 1Y | -22.1% | -13.8% | -8.2% | -17.6% |
| 3Y | -13.5% | +63.9% | -77.4% | -34.4% |
| 5Y | -81.6% | +42.3% | -123.9% | -85.3% |
| 10Y | +38.8% | +401.2% | -362.4% | -31.5% |
| All | +38.8% | +381.8% | -343.0% | -31.5% |
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 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