+200.2%
ZTS vs CBRE
+535.0%
-334.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.0% | +1.7% | +3.0% |
| 7D | -1.0% | +1.0% | -2.1% | -1.2% |
| 30D | +10.8% | +5.6% | +5.1% | +8.7% |
| 3M | +14.1% | -6.8% | +20.8% | +16.6% |
| 6M | +0.8% | -5.6% | +6.3% | +2.2% |
| YTD | -33.1% | -14.1% | -19.0% | -30.5% |
| 1Y | -30.0% | -9.5% | -20.5% | -28.6% |
| 3Y | -49.5% | +91.8% | -141.3% | -61.7% |
| 5Y | -60.2% | +30.3% | -90.6% | -66.0% |
| 10Y | +77.0% | +406.9% | -329.8% | -11.1% |
| All | +200.2% | +535.0% | -334.7% | +38.9% |
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