+701.4%
CBRE vs AMBA
+837.3%
-135.9%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +2.1% |
| 3M | +12.9% | -12.7% | +25.6% | +12.5% |
| 6M | +4.3% | +11.2% | -6.9% | -1.7% |
| YTD | -8.0% | -11.2% | +3.2% | -10.2% |
| 1Y | -8.6% | -22.5% | +14.0% | -9.7% |
| 3Y | +71.9% | -1.3% | +73.2% | +54.8% |
| 5Y | +50.0% | -54.2% | +104.2% | +44.4% |
| 10Y | +390.1% | -6.1% | +396.2% | +281.5% |
| All | +701.4% | +837.3% | -135.9% | +365.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling