+403.3%
ZS vs CBRE
+194.6%
+208.7%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.8% | +4.4% | +3.2% |
| 7D | -3.8% | -1.7% | -2.2% | -3.2% |
| 30D | -6.0% | -3.0% | -3.0% | -5.1% |
| 3M | +32.0% | +2.6% | +29.4% | +30.1% |
| 6M | +2.1% | +2.0% | +0.1% | +0.5% |
| YTD | -26.2% | -13.1% | -13.0% | -23.4% |
| 1Y | -41.2% | -13.8% | -27.3% | -38.9% |
| 3Y | +3.3% | +63.9% | -60.6% | -16.3% |
| 5Y | -40.7% | +42.3% | -83.1% | -50.7% |
| All | +403.3% | +194.6% | +208.7% | +232.3% |
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