-13.1%
CBRE vs AMBA
-32.6%
+19.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.5% | -3.7% | -0.2% |
| 7D | -4.6% | +2.6% | -7.2% | -4.7% |
| 30D | +3.0% | -3.6% | +6.5% | +3.0% |
| 3M | -8.7% | -24.6% | +15.9% | -8.2% |
| 6M | -7.9% | -21.6% | +13.7% | -7.8% |
| YTD | -16.3% | -11.8% | -4.5% | -18.7% |
| 1Y | -13.1% | -33.2% | +20.1% | -14.0% |
| All | -13.1% | -32.6% | +19.4% | -14.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling