-13.0%
CBRE vs Z
-63.3%
+50.3%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -6.4% | +2.7% | -1.2% |
| 7D | -1.5% | -3.3% | +1.7% | -0.3% |
| 30D | -4.0% | -3.7% | -0.3% | -2.8% |
| 3M | +8.0% | -7.0% | +15.0% | +10.3% |
| 6M | +4.0% | -29.5% | +33.5% | +16.8% |
| YTD | -11.5% | -52.6% | +41.0% | +13.1% |
| 1Y | -13.0% | -64.0% | +51.0% | +17.5% |
| All | -13.0% | -63.3% | +50.3% | +17.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling