+2.0%
CBRE vs ZYBT
+106.6%
-104.6%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.8% |
| 7D | -1.7% | -3.7% | +2.0% | -1.7% |
| 30D | -3.0% | -12.8% | +9.8% | -3.0% |
| 3M | +2.6% | +76.2% | -73.6% | +4.9% |
| 6M | +2.0% | +109.3% | -107.3% | +3.1% |
| All | +2.0% | +106.6% | -104.6% | +3.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling