+266.0%
CBRE vs Z
+10.9%
+255.1%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.8% | -1.8% | +1.0% |
| 7D | +1.0% | -5.2% | +6.2% | +2.2% |
| 30D | +5.6% | +5.7% | -0.1% | +3.8% |
| 3M | -6.8% | -8.7% | +2.0% | -5.2% |
| 6M | -5.6% | -26.0% | +20.4% | +0.9% |
| YTD | -14.1% | -55.0% | +41.0% | +3.0% |
| 1Y | -9.5% | -58.0% | +48.5% | +10.1% |
| 3Y | +91.8% | -15.2% | +107.0% | +93.2% |
| 5Y | +30.3% | -53.8% | +84.1% | +42.5% |
| 10Y | +406.9% | -14.5% | +421.4% | +299.8% |
| All | +266.0% | +10.9% | +255.1% | +150.7% |
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