-2.7%
CBRE vs AMRZ
-17.3%
+14.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.0% | -0.4% | -1.7% |
| 7D | -0.5% | 0.0% | -0.5% | -0.5% |
| 30D | +3.1% | +15.9% | -12.8% | -2.2% |
| 3M | -6.4% | -9.2% | +2.8% | -3.3% |
| 6M | -7.9% | -20.3% | +12.4% | -1.5% |
| YTD | -16.2% | -21.5% | +5.3% | -9.6% |
| 1Y | -11.2% | -12.9% | +1.6% | -6.7% |
| All | -2.7% | -17.3% | +14.5% | +3.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling