+194.3%
JCI vs CBRE
+85.6%
+108.7%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.0% | +2.8% | +4.4% |
| 7D | -3.4% | +1.0% | -4.5% | -3.6% |
| 30D | -10.1% | +5.6% | -15.8% | -11.3% |
| 3M | -6.8% | -6.8% | 0.0% | -5.6% |
| 6M | +2.0% | -5.6% | +7.6% | +2.7% |
| YTD | +19.2% | -14.1% | +33.2% | +22.0% |
| 1Y | +16.7% | -9.5% | +26.2% | +17.3% |
| 3Y | +194.3% | +91.8% | +102.6% | +124.0% |
| All | +194.3% | +85.6% | +108.7% | +124.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling