+259.0%
CBRE vs Z
+6.9%
+252.1%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.4% | +1.8% | 0.0% |
| 7D | +5.2% | -4.6% | +9.7% | +6.3% |
| 30D | +6.2% | +8.3% | -2.1% | +3.7% |
| 3M | -8.1% | -11.6% | +3.5% | -5.8% |
| 6M | -6.6% | -33.6% | +27.0% | +2.4% |
| YTD | -15.7% | -56.7% | +41.0% | +2.0% |
| 1Y | -9.7% | -59.1% | +49.5% | +10.7% |
| 3Y | +80.4% | -20.4% | +100.8% | +84.5% |
| 5Y | +27.0% | -55.3% | +82.3% | +40.0% |
| 10Y | +412.9% | -14.2% | +427.1% | +304.3% |
| All | +259.0% | +6.9% | +252.1% | +148.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling