+1,330.9%
JBL vs CBRE
+2,146.2%
-815.4%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.8% | +4.3% | +2.0% |
| 7D | +4.4% | -1.5% | +5.9% | +5.0% |
| 30D | -8.4% | -4.0% | -4.5% | -7.3% |
| 3M | -14.2% | +8.0% | -22.2% | -17.8% |
| 6M | +29.6% | +4.0% | +25.6% | +25.8% |
| YTD | +37.1% | -11.5% | +48.6% | +40.5% |
| 1Y | +49.5% | -13.0% | +62.5% | +53.8% |
| 3Y | +192.7% | +66.9% | +125.8% | +129.1% |
| 5Y | +411.3% | +45.0% | +366.3% | +319.9% |
| 10Y | +1,447.6% | +385.0% | +1,062.6% | +694.9% |
| All | +1,330.9% | +2,146.2% | -815.4% | +163.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling