+386.8%
CBRE vs AMBA
+4.3%
+382.5%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.1% | -0.4% | -2.1% |
| 7D | -0.5% | -2.7% | +2.1% | -0.2% |
| 30D | +3.1% | -10.5% | +13.5% | +4.8% |
| 3M | -6.4% | -26.4% | +20.1% | -1.7% |
| 6M | -7.9% | -20.9% | +13.0% | -8.0% |
| YTD | -16.2% | -14.8% | -1.4% | -18.4% |
| 1Y | -11.2% | -36.1% | +24.9% | -8.9% |
| 3Y | +83.4% | +20.2% | +63.2% | +54.1% |
| 5Y | +28.4% | -67.2% | +95.7% | +30.6% |
| 10Y | +386.8% | +4.9% | +381.8% | +235.2% |
| All | +386.8% | +4.3% | +382.5% | +235.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 AMBA 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