+414.5%
ZS vs CBRE
+211.9%
+202.7%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.6% | -3.9% | -4.3% |
| 7D | -7.8% | -2.0% | -5.9% | -7.2% |
| 30D | +5.0% | -2.2% | +7.2% | +5.6% |
| 3M | +25.5% | +12.9% | +12.6% | +19.4% |
| 6M | +8.7% | +4.3% | +4.4% | +6.1% |
| YTD | -24.5% | -8.0% | -16.5% | -23.3% |
| 1Y | -36.7% | -8.6% | -28.1% | -35.6% |
| 3Y | +7.2% | +71.9% | -64.7% | -14.6% |
| 5Y | -40.9% | +50.0% | -90.9% | -51.9% |
| All | +414.5% | +211.9% | +202.7% | +232.9% |
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