-10.2%
AMCR vs CBRE
+39.8%
-49.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | +0.1% |
| 7D | -5.0% | -7.2% | +2.3% | -2.4% |
| 30D | -8.0% | -6.4% | -1.6% | -6.0% |
| 3M | +14.3% | +2.9% | +11.3% | +12.8% |
| 6M | +5.3% | +2.5% | +2.8% | +4.2% |
| YTD | +7.7% | -14.2% | +21.9% | +11.9% |
| 1Y | +10.8% | -15.1% | +26.0% | +15.3% |
| 3Y | +9.6% | +61.9% | -52.3% | -14.1% |
| 5Y | -10.2% | +42.4% | -52.6% | -29.5% |
| All | -10.2% | +39.8% | -49.9% | -29.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling