+27.8%
CBRE vs AMBA
-72.1%
+99.9%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -9.4% | +6.1% | -1.9% |
| 7D | +6.0% | -14.6% | +20.6% | +8.7% |
| 30D | +4.4% | -18.8% | +23.2% | +7.6% |
| 3M | -9.8% | -32.6% | +22.8% | -4.4% |
| 6M | -4.4% | -25.8% | +21.4% | -3.6% |
| YTD | -15.2% | -22.1% | +6.9% | -16.2% |
| 1Y | -9.1% | -36.2% | +27.1% | -7.3% |
| 3Y | +79.4% | +10.0% | +69.4% | +52.0% |
| 5Y | +27.8% | -71.6% | +99.4% | +23.9% |
| All | +27.8% | -72.1% | +99.9% | +23.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling