+85.9%
ZTS vs CBRE
+376.9%
-291.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +1.0% |
| 7D | +1.0% | -2.8% | +3.8% | +2.1% |
| 30D | +12.4% | +2.2% | +10.2% | +11.5% |
| 3M | +13.6% | -10.1% | +23.7% | +17.8% |
| 6M | +9.3% | -8.0% | +17.3% | +11.9% |
| YTD | -32.6% | -17.6% | -15.0% | -28.8% |
| 1Y | -30.0% | -14.7% | -15.3% | -27.1% |
| 3Y | -48.7% | +80.4% | -129.1% | -60.7% |
| 5Y | -59.3% | +25.9% | -85.2% | -65.1% |
| All | +85.9% | +376.9% | -291.1% | +0.3% |
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