+210.7%
CBRE vs JAAA
+29.3%
+181.5%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.8% |
| 7D | -2.0% | +0.2% | -2.1% | -2.3% |
| 30D | -2.2% | +0.5% | -2.7% | -3.2% |
| 3M | +12.9% | +1.3% | +11.6% | +10.2% |
| 6M | +4.3% | +2.7% | +1.6% | -0.8% |
| YTD | -8.0% | +3.2% | -11.2% | -13.3% |
| 1Y | -8.6% | +4.9% | -13.5% | -16.3% |
| 3Y | +71.9% | +19.0% | +52.9% | +41.8% |
| 5Y | +50.0% | +26.8% | +23.2% | +14.0% |
| All | +210.7% | +29.3% | +181.5% | +144.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling