+294.5%
ZETA vs CBRE
+50.4%
+244.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -2.4% | +10.6% | +9.9% |
| 7D | +13.2% | -0.5% | +13.8% | +13.6% |
| 30D | +6.0% | +3.1% | +2.9% | +3.0% |
| 3M | +27.3% | -6.4% | +33.7% | +31.8% |
| 6M | +104.6% | -7.9% | +112.5% | +112.2% |
| YTD | +72.3% | -16.2% | +88.5% | +90.8% |
| 1Y | +76.3% | -11.2% | +87.5% | +87.4% |
| 3Y | +325.6% | +83.4% | +242.2% | +164.6% |
| 5Y | +254.2% | +28.4% | +225.8% | +168.2% |
| All | +294.5% | +50.4% | +244.1% | +182.8% |
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