+50.9%
CBRE vs AMBA
-54.5%
+105.4%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.5% |
| 7D | -2.0% | -11.0% | +9.0% | -0.1% |
| 30D | -2.2% | -23.2% | +21.0% | +2.0% |
| 3M | +12.9% | -12.7% | +25.6% | +12.5% |
| 6M | +4.3% | +11.2% | -6.9% | -2.4% |
| YTD | -8.0% | -11.2% | +3.2% | -10.6% |
| 1Y | -8.6% | -22.5% | +14.0% | -10.0% |
| 3Y | +71.9% | -1.3% | +73.2% | +51.4% |
| All | +50.9% | -54.5% | +105.4% | +37.1% |
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