+61.0%
ZM vs CBRE
+164.3%
-103.3%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.4% | +1.7% | +2.1% |
| 7D | +11.0% | -1.8% | +12.8% | +11.3% |
| 30D | +5.6% | +3.3% | +2.3% | +5.0% |
| 3M | -9.1% | -12.4% | +3.2% | -7.6% |
| 6M | -2.6% | -5.4% | +2.8% | -2.0% |
| YTD | +15.7% | -17.2% | +32.9% | +18.1% |
| 1Y | +18.8% | -13.1% | +31.8% | +20.6% |
| 3Y | +62.2% | +81.6% | -19.4% | +53.6% |
| 5Y | -60.9% | +26.4% | -87.3% | -64.7% |
| All | +61.0% | +164.3% | -103.3% | +109.0% |
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