+42.3%
CBRE vs JAAA
+26.7%
+15.6%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.9% |
| 7D | -1.7% | +0.1% | -1.8% | -1.9% |
| 30D | -3.0% | +0.5% | -3.4% | -3.9% |
| 3M | +2.6% | +1.2% | +1.4% | -0.2% |
| 6M | +2.0% | +2.7% | -0.7% | -3.9% |
| YTD | -13.1% | +3.2% | -16.3% | -18.9% |
| 1Y | -13.8% | +4.8% | -18.6% | -22.1% |
| 3Y | +63.9% | +19.0% | +44.9% | +28.9% |
| 5Y | +42.3% | +26.8% | +15.5% | +0.3% |
| All | +42.3% | +26.7% | +15.6% | +0.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling