+487.3%
ZS vs CBRE
+183.9%
+303.4%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.5% |
| 7D | -13.7% | -4.6% | -9.0% | -12.1% |
| 30D | -14.2% | +3.0% | -17.1% | -15.5% |
| 3M | +8.5% | -8.7% | +17.3% | +11.3% |
| 6M | +30.2% | -7.9% | +38.1% | +32.1% |
| YTD | -13.8% | -16.3% | +2.5% | -9.9% |
| 1Y | -41.5% | -13.1% | -28.4% | -39.7% |
| 3Y | +10.7% | +83.1% | -72.4% | -14.1% |
| 5Y | -43.6% | +27.7% | -71.3% | -52.2% |
| All | +487.3% | +183.9% | +303.4% | +290.7% |
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