+42.3%
CBRE vs ZCMD
-100.0%
+142.3%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.0% | -5.8% | -1.8% |
| 7D | -1.7% | -4.1% | +2.5% | -1.7% |
| 30D | -3.0% | -22.7% | +19.8% | -2.9% |
| 3M | +2.6% | -62.5% | +65.1% | +2.5% |
| 6M | +2.0% | -99.5% | +101.5% | +6.8% |
| YTD | -13.1% | -99.7% | +86.6% | -8.3% |
| 1Y | -13.8% | -99.9% | +86.1% | -8.4% |
| 3Y | +63.9% | -100.0% | +163.9% | +74.5% |
| 5Y | +42.3% | -100.0% | +142.3% | +52.1% |
| All | +42.3% | -100.0% | +142.3% | +52.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling