+129.7%
CBRE vs ZCMD
-100.0%
+229.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.2% | +3.7% | +0.5% |
| 7D | -1.8% | -7.7% | +5.9% | -1.7% |
| 30D | +3.3% | -34.8% | +38.1% | +3.5% |
| 3M | -12.4% | -56.3% | +44.0% | -12.0% |
| 6M | -5.4% | -99.7% | +94.3% | -0.1% |
| YTD | -17.2% | -99.9% | +82.7% | -11.7% |
| 1Y | -13.1% | -99.9% | +86.8% | -6.8% |
| 3Y | +81.6% | -100.0% | +181.6% | +98.9% |
| 5Y | +26.4% | -100.0% | +126.4% | +39.7% |
| All | +129.7% | -100.0% | +229.7% | +159.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ZCMD.
Daily Out/Under-Performance
Portfolio return minus ZCMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZCMD 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 10y: compounded portfolio wealth divided by compounded ZCMD 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…
10y analysis · Full analysis span regression · 6 months rolling