+55.1%
ZM vs CBRE
+177.3%
-122.2%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | 0.0% |
| 7D | +0.3% | -1.7% | +2.0% | +0.6% |
| 30D | -10.3% | -3.0% | -7.3% | -9.9% |
| 3M | -0.7% | +2.6% | -3.3% | -1.1% |
| 6M | +24.8% | +2.0% | +22.8% | +24.3% |
| YTD | +11.5% | -13.1% | +24.6% | +13.2% |
| 1Y | +12.3% | -13.8% | +26.2% | +14.1% |
| 3Y | +33.5% | +63.9% | -30.4% | +26.8% |
| 5Y | -67.5% | +42.3% | -109.8% | -70.4% |
| All | +55.1% | +177.3% | -122.2% | +100.2% |
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