+242.2%
ZETA vs CBRE
+55.9%
+186.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.6% | +0.1% |
| 7D | -0.1% | -1.7% | +1.6% | +1.2% |
| 30D | +10.5% | -3.0% | +13.4% | +12.6% |
| 3M | +44.3% | +2.6% | +41.7% | +40.8% |
| 6M | +59.4% | +2.0% | +57.4% | +55.4% |
| YTD | +49.5% | -13.1% | +62.6% | +63.1% |
| 1Y | +62.7% | -13.8% | +76.5% | +78.7% |
| 3Y | +274.6% | +63.9% | +210.8% | +154.9% |
| 5Y | +349.3% | +42.3% | +307.0% | +228.4% |
| All | +242.2% | +55.9% | +186.3% | +141.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CBRE.
Daily Out/Under-Performance
Portfolio return minus CBRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBRE 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 CBRE 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