+63.8%
PYPL vs CBRE
+260.3%
-196.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.3% | +1.3% |
| 7D | -1.2% | -4.6% | +3.4% | +1.0% |
| 30D | +6.1% | +3.0% | +3.2% | +4.4% |
| 3M | +1.1% | -8.7% | +9.8% | +4.7% |
| 6M | +32.7% | -7.9% | +40.6% | +36.5% |
| YTD | +2.8% | -16.3% | +19.1% | +9.9% |
| 1Y | -10.8% | -13.1% | +2.4% | -6.3% |
| 3Y | +9.8% | +83.1% | -73.3% | -20.7% |
| 5Y | -70.2% | +27.7% | -98.0% | -75.0% |
| 10Y | +50.1% | +386.9% | -336.8% | -32.2% |
| All | +63.8% | +260.3% | -196.5% | -14.1% |
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