+252.6%
ZETA vs CBRE
+65.0%
+187.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.6% | -3.5% | -3.6% |
| 7D | +2.7% | -2.0% | +4.6% | +4.1% |
| 30D | +15.8% | -2.2% | +18.0% | +17.4% |
| 3M | +35.4% | +12.9% | +22.5% | +23.2% |
| 6M | +67.1% | +4.3% | +62.8% | +60.3% |
| YTD | +54.1% | -8.0% | +62.1% | +61.4% |
| 1Y | +67.8% | -8.6% | +76.4% | +76.7% |
| 3Y | +311.4% | +71.9% | +239.5% | +170.6% |
| 5Y | +324.8% | +50.0% | +274.8% | +198.4% |
| All | +252.6% | +65.0% | +187.6% | +139.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling