+27.8%
CBRE vs JBHT
+15.0%
+12.8%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.6% | +0.2% | -2.1% |
| 7D | +6.0% | -1.4% | +7.4% | +6.6% |
| 30D | +4.4% | -3.1% | +7.4% | +5.6% |
| 3M | -9.8% | -19.5% | +9.8% | -3.1% |
| 6M | -4.4% | -9.6% | +5.2% | -2.8% |
| YTD | -15.2% | +13.3% | -28.5% | -22.0% |
| 1Y | -9.1% | +29.7% | -38.8% | -21.2% |
| 3Y | +79.4% | +28.3% | +51.1% | +51.1% |
| 5Y | +27.8% | +18.5% | +9.3% | +5.4% |
| All | +27.8% | +15.0% | +12.8% | +5.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling