+279.2%
ZETA vs CBRE
+67.4%
+211.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.8% | +2.0% | +0.9% |
| 7D | -2.4% | -1.5% | -0.9% | -1.3% |
| 30D | +15.6% | -4.0% | +19.6% | +18.6% |
| 3M | +41.5% | +8.0% | +33.5% | +32.9% |
| 6M | +63.4% | +4.0% | +59.5% | +57.2% |
| YTD | +51.3% | -11.5% | +62.8% | +63.2% |
| 1Y | +65.8% | -13.0% | +78.8% | +81.2% |
| 3Y | +279.2% | +66.9% | +212.3% | +163.8% |
| All | +279.2% | +67.4% | +211.8% | +163.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling