+63.4%
ZM vs CBRE
+193.5%
-130.1%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.6% | +3.8% | +3.3% |
| 7D | +2.9% | -2.0% | +4.9% | +3.2% |
| 30D | +0.7% | -2.2% | +2.9% | +0.9% |
| 3M | -3.7% | +12.9% | -16.6% | -5.4% |
| 6M | +29.9% | +4.3% | +25.6% | +28.9% |
| YTD | +17.4% | -8.0% | +25.5% | +18.3% |
| 1Y | +22.4% | -8.6% | +31.0% | +23.3% |
| 3Y | +41.3% | +71.9% | -30.6% | +33.2% |
| 5Y | -66.0% | +50.0% | -116.0% | -69.4% |
| All | +63.4% | +193.5% | -130.1% | +109.2% |
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 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