+2,207.0%
CBRE vs JBHT
+1,550.8%
+656.2%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.1% | +3.0% | +3.3% |
| 7D | +14.1% | +1.7% | +12.4% | +12.7% |
| 30D | +9.0% | -1.2% | +10.2% | +9.8% |
| 3M | -6.6% | -17.1% | +10.6% | +5.1% |
| 6M | +0.8% | -4.4% | +5.2% | -0.4% |
| YTD | -12.2% | +17.5% | -29.7% | -27.0% |
| 1Y | -6.8% | +32.6% | -39.4% | -29.7% |
| 3Y | +85.6% | +33.0% | +52.6% | +26.6% |
| 5Y | +33.9% | +20.3% | +13.6% | -6.6% |
| 10Y | +434.1% | +209.1% | +225.0% | +41.6% |
| All | +2,207.0% | +1,550.8% | +656.2% | +97.1% |
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 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