+0.7%
ZS vs CBRE
+67.4%
-66.7%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -3.8% | -0.8% | -3.2% |
| 7D | -9.2% | -1.5% | -7.7% | -8.6% |
| 30D | -4.0% | -4.0% | 0.0% | -2.8% |
| 3M | +25.3% | +8.0% | +17.3% | +20.8% |
| 6M | -1.3% | +4.0% | -5.3% | -3.7% |
| YTD | -28.0% | -11.5% | -16.5% | -25.3% |
| 1Y | -42.5% | -13.0% | -29.5% | -40.0% |
| 3Y | +0.7% | +66.9% | -66.2% | -21.4% |
| All | +0.7% | +67.4% | -66.7% | -21.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling