+2,129.2%
CBRE vs JBHT
+1,492.1%
+637.0%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.6% | +0.2% | -0.8% |
| 7D | +6.0% | -1.4% | +7.4% | +7.2% |
| 30D | +4.4% | -3.1% | +7.4% | +6.7% |
| 3M | -9.8% | -19.5% | +9.8% | +3.8% |
| 6M | -4.4% | -9.6% | +5.2% | -1.5% |
| YTD | -15.2% | +13.3% | -28.5% | -27.6% |
| 1Y | -9.1% | +29.7% | -38.8% | -30.3% |
| 3Y | +79.4% | +28.3% | +51.1% | +25.6% |
| 5Y | +27.8% | +18.5% | +9.3% | -10.0% |
| 10Y | +416.1% | +198.1% | +218.0% | +40.5% |
| All | +2,129.2% | +1,492.1% | +637.0% | +95.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling