+57.6%
ZM vs CBRE
+163.1%
-105.6%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | -0.2% |
| 7D | +10.0% | -2.8% | +12.8% | +10.4% |
| 30D | -0.5% | +2.2% | -2.7% | -0.9% |
| 3M | -7.1% | -10.1% | +3.0% | -5.8% |
| 6M | -5.1% | -8.0% | +2.9% | -4.2% |
| YTD | +13.2% | -17.6% | +30.8% | +15.7% |
| 1Y | +15.3% | -14.7% | +30.1% | +17.4% |
| 3Y | +57.4% | +80.4% | -22.9% | +49.2% |
| 5Y | -61.7% | +25.9% | -87.6% | -65.4% |
| All | +57.6% | +163.1% | -105.6% | +104.7% |
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