+72.2%
CBRE vs JBHT
+47.5%
+24.6%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.8% | -3.4% | -1.4% |
| 7D | -2.0% | +4.9% | -6.8% | -3.3% |
| 30D | -2.2% | +0.6% | -2.8% | -2.5% |
| 3M | +12.9% | -3.2% | +16.1% | +13.4% |
| 6M | +4.3% | +17.0% | -12.6% | -1.7% |
| YTD | -8.0% | +41.7% | -49.7% | -18.7% |
| 1Y | -8.6% | +90.0% | -98.5% | -27.4% |
| All | +72.2% | +47.5% | +24.6% | +45.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling