+10,252.8%
AMZN vs CBRE
+2,234.5%
+8,018.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | 0.0% |
| 7D | -3.0% | -2.0% | -1.0% | -2.5% |
| 30D | -5.2% | -2.2% | -3.0% | -4.7% |
| 3M | +1.9% | +12.9% | -11.0% | -1.6% |
| 6M | +19.2% | +4.3% | +14.9% | +17.4% |
| YTD | +12.0% | -8.0% | +20.0% | +13.4% |
| 1Y | +9.7% | -8.6% | +18.2% | +11.0% |
| 3Y | +87.2% | +71.9% | +15.3% | +58.9% |
| 5Y | +48.7% | +50.0% | -1.4% | +30.7% |
| 10Y | +569.3% | +390.1% | +179.3% | +317.0% |
| All | +10,252.8% | +2,234.5% | +8,018.3% | +3,002.6% |
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