+61.7%
CBRE vs ZBRA
+33.4%
+28.2%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.1% |
| 7D | -7.2% | -3.8% | -3.5% | -6.3% |
| 30D | -6.4% | -10.2% | +3.8% | -3.8% |
| 3M | +2.9% | +58.7% | -55.8% | -11.0% |
| 6M | +2.5% | +61.9% | -59.4% | -13.0% |
| YTD | -14.2% | +41.7% | -55.9% | -24.8% |
| 1Y | -15.1% | +12.4% | -27.5% | -19.5% |
| All | +61.7% | +33.4% | +28.2% | +23.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 3y: compounded portfolio wealth divided by compounded ZBRA 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…
3y analysis · Full analysis span regression · 6 months rolling