+80.8%
CBRE vs ZCMD
-100.0%
+180.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.6% | +3.1% | -1.5% |
| 7D | -2.8% | -2.9% | +0.1% | -2.8% |
| 30D | +2.2% | -28.5% | +30.7% | +2.3% |
| 3M | -10.1% | -56.5% | +46.5% | -9.9% |
| 6M | -8.0% | -99.7% | +91.7% | -3.1% |
| YTD | -17.6% | -99.9% | +82.3% | -12.4% |
| 1Y | -14.7% | -99.9% | +85.2% | -8.9% |
| All | +80.8% | -100.0% | +180.8% | +95.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling