+406.9%
CBRE vs JBHT
+191.4%
+215.4%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.1% | -1.1% | +0.5% |
| 7D | +1.0% | +0.2% | +0.8% | +1.0% |
| 30D | +5.6% | -2.2% | +7.8% | +6.6% |
| 3M | -6.8% | -16.5% | +9.7% | +0.2% |
| 6M | -5.6% | -8.4% | +2.9% | -4.1% |
| YTD | -14.1% | +16.1% | -30.1% | -22.9% |
| 1Y | -9.5% | +31.9% | -41.4% | -24.0% |
| 3Y | +91.8% | +34.1% | +57.7% | +52.3% |
| 5Y | +30.3% | +20.1% | +10.2% | +7.0% |
| 10Y | +406.9% | +184.7% | +222.2% | +158.1% |
| All | +406.9% | +191.4% | +215.4% | +158.1% |
Cumulative growth
Daily Returns
Daily percentage return beside JBHT.
Daily Out/Under-Performance
Portfolio return minus JBHT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBHT 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 JBHT 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