+364.6%
CBRE vs Z
-19.3%
+383.8%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.3% | +0.8% | -0.9% |
| 7D | -2.8% | -4.9% | +2.1% | -1.6% |
| 30D | +2.2% | +3.0% | -0.8% | +1.1% |
| 3M | -10.1% | -13.4% | +3.3% | -7.3% |
| 6M | -8.0% | -27.3% | +19.3% | -1.2% |
| YTD | -17.6% | -57.8% | +40.2% | +0.4% |
| 1Y | -14.7% | -60.0% | +45.3% | +5.0% |
| 3Y | +80.4% | -21.5% | +101.9% | +85.5% |
| 5Y | +25.9% | -55.0% | +80.8% | +38.6% |
| All | +364.6% | -19.3% | +383.8% | +273.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling