+103.0%
JCI vs CBRE
+30.4%
+72.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.0% | +2.8% | +4.1% |
| 7D | -3.4% | +1.0% | -4.5% | -3.8% |
| 30D | -10.1% | +5.6% | -15.8% | -12.2% |
| 3M | -6.8% | -6.8% | 0.0% | -5.1% |
| 6M | +2.0% | -5.6% | +7.6% | +2.6% |
| YTD | +19.2% | -14.1% | +33.2% | +22.8% |
| 1Y | +16.7% | -9.5% | +26.2% | +17.4% |
| 3Y | +194.3% | +91.8% | +102.6% | +96.6% |
| 5Y | +103.0% | +30.3% | +72.7% | +58.0% |
| All | +103.0% | +30.4% | +72.7% | +58.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling