+42.4%
CBRE vs ZBRA
-40.9%
+83.3%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.1% |
| 7D | -7.2% | -3.8% | -3.5% | -6.1% |
| 30D | -6.4% | -10.2% | +3.8% | -3.2% |
| 3M | +2.9% | +58.7% | -55.8% | -13.5% |
| 6M | +2.5% | +61.9% | -59.4% | -15.6% |
| YTD | -14.2% | +41.7% | -55.9% | -26.7% |
| 1Y | -15.1% | +12.4% | -27.5% | -21.3% |
| 3Y | +61.9% | +34.2% | +27.7% | +33.2% |
| 5Y | +42.4% | -40.8% | +83.1% | +58.7% |
| All | +42.4% | -40.9% | +83.3% | +58.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling