+179.8%
CBRE vs JAAA
+30.3%
+149.5%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -1.8% | +0.1% | -1.9% | -2.0% |
| 30D | +3.3% | +0.4% | +2.9% | +2.4% |
| 3M | -12.4% | +1.2% | -13.6% | -14.4% |
| 6M | -5.4% | +2.3% | -7.7% | -9.4% |
| YTD | -17.2% | +4.0% | -21.2% | -23.1% |
| 1Y | -13.1% | +4.8% | -17.9% | -20.4% |
| 3Y | +81.6% | +18.4% | +63.1% | +48.7% |
| 5Y | +26.4% | +27.5% | -1.1% | -5.6% |
| All | +179.8% | +30.3% | +149.5% | +117.2% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 10y: compounded portfolio wealth divided by compounded JAAA 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…
10y analysis · Full analysis span regression · 6 months rolling