-6.8%
CBRE vs AMRZ
-11.5%
+4.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +5.2% | -1.1% | +1.9% |
| 7D | +14.1% | +10.3% | +3.8% | +9.6% |
| 30D | +9.0% | +18.7% | -9.6% | +1.7% |
| 3M | -6.6% | -14.6% | +8.1% | -1.5% |
| 6M | +0.8% | -12.9% | +13.6% | +4.3% |
| YTD | -12.2% | -17.4% | +5.1% | -7.0% |
| 1Y | -6.8% | -12.3% | +5.5% | -4.1% |
| All | -6.8% | -11.5% | +4.7% | -4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 AMRZ 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