+385.0%
CBRE vs Z
-7.0%
+392.0%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -6.4% | +2.7% | -2.2% |
| 7D | -1.5% | -3.3% | +1.7% | -0.7% |
| 30D | -4.0% | -3.7% | -0.3% | -3.2% |
| 3M | +8.0% | -7.0% | +15.0% | +9.6% |
| 6M | +4.0% | -29.5% | +33.5% | +12.4% |
| YTD | -11.5% | -52.6% | +41.0% | +5.1% |
| 1Y | -13.0% | -64.0% | +51.0% | +9.9% |
| 3Y | +66.9% | -36.4% | +103.3% | +79.8% |
| 5Y | +45.0% | -65.8% | +110.8% | +65.9% |
| 10Y | +385.0% | -5.8% | +390.9% | +281.1% |
| All | +385.0% | -7.0% | +392.0% | +281.1% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded Z 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling