-6.8%
CBRE vs ZYBT
-42.3%
+35.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.2% | +1.9% | +4.1% |
| 7D | +14.1% | -3.5% | +17.6% | +14.1% |
| 30D | +9.0% | +15.1% | -6.1% | +9.1% |
| 3M | -6.6% | +7.0% | -13.6% | -6.5% |
| 6M | +0.8% | +37.7% | -36.9% | +3.3% |
| YTD | -12.2% | +19.1% | -31.4% | -9.4% |
| 1Y | -6.8% | -38.3% | +31.5% | +2.0% |
| All | -6.8% | -42.3% | +35.5% | +2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 1y: compounded portfolio wealth divided by compounded ZYBT 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…
1y analysis · Full analysis span regression · 6 months rolling