+58.8%
ZTS vs CBRE
+381.8%
-323.0%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | +0.3% |
| 7D | -3.8% | -1.7% | -2.1% | -3.2% |
| 30D | -2.0% | -3.0% | +0.9% | -1.0% |
| 3M | -10.2% | +2.6% | -12.8% | -11.4% |
| 6M | -39.4% | +2.0% | -41.4% | -40.2% |
| YTD | -40.8% | -13.1% | -27.7% | -38.6% |
| 1Y | -50.1% | -13.8% | -36.3% | -48.2% |
| 3Y | -58.9% | +63.9% | -122.8% | -67.2% |
| 5Y | -62.4% | +42.3% | -104.7% | -69.0% |
| 10Y | +58.8% | +401.2% | -342.4% | -14.1% |
| All | +58.8% | +381.8% | -323.0% | -14.1% |
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