+51.4%
PYPL vs CBRE
+295.9%
-244.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.6% | -2.4% | -2.8% |
| 7D | +2.7% | -2.0% | +4.6% | +3.6% |
| 30D | -4.9% | -2.2% | -2.7% | -4.3% |
| 3M | +28.9% | +12.9% | +16.0% | +21.4% |
| 6M | +18.2% | +4.3% | +13.9% | +15.2% |
| YTD | -5.0% | -8.0% | +3.0% | -2.4% |
| 1Y | -18.8% | -8.6% | -10.3% | -16.6% |
| 3Y | -12.6% | +71.9% | -84.5% | -34.8% |
| 5Y | -80.8% | +50.0% | -130.8% | -84.9% |
| 10Y | +49.9% | +390.1% | -340.1% | -32.6% |
| All | +51.4% | +295.9% | -244.5% | -23.7% |
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