+404.1%
CBRE vs Z
-0.5%
+404.6%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.5% | -0.1% |
| 7D | -2.0% | -3.0% | +1.0% | -1.2% |
| 30D | -2.2% | -4.2% | +2.0% | -1.3% |
| 3M | +12.9% | -3.7% | +16.6% | +13.6% |
| 6M | +4.3% | -24.5% | +28.8% | +10.9% |
| YTD | -8.0% | -49.3% | +41.2% | +7.4% |
| 1Y | -8.6% | -58.7% | +50.1% | +11.7% |
| 3Y | +71.9% | -34.1% | +106.0% | +83.4% |
| 5Y | +50.0% | -64.5% | +114.6% | +69.9% |
| All | +404.1% | -0.5% | +404.6% | +289.6% |
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