+1,447.0%
JBL vs CBRE
+398.3%
+1,048.6%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.2% | -1.5% | -2.1% |
| 7D | -1.0% | -7.2% | +6.2% | +2.9% |
| 30D | -15.1% | -6.4% | -8.6% | -12.6% |
| 3M | -14.0% | +2.9% | -17.0% | -17.0% |
| 6M | +20.6% | +2.5% | +18.1% | +16.3% |
| YTD | +32.9% | -14.2% | +47.1% | +39.4% |
| 1Y | +40.5% | -15.1% | +55.7% | +47.7% |
| 3Y | +183.7% | +61.9% | +121.9% | +97.0% |
| 5Y | +388.3% | +42.4% | +346.0% | +258.5% |
| All | +1,447.0% | +398.3% | +1,048.6% | +475.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CBRE.
Daily Out/Under-Performance
Portfolio return minus CBRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBRE 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 CBRE 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