+110.3%
JCI vs CBRE
+42.7%
+67.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.8% | -0.3% |
| 7D | +4.1% | -1.7% | +5.7% | +4.6% |
| 30D | -3.8% | -3.0% | -0.9% | -3.1% |
| 3M | -1.6% | +2.6% | -4.3% | -3.6% |
| 6M | +9.5% | +2.0% | +7.5% | +7.1% |
| YTD | +21.7% | -13.1% | +34.9% | +25.6% |
| 1Y | +37.1% | -13.8% | +51.0% | +41.5% |
| 3Y | +165.2% | +63.9% | +101.3% | +93.6% |
| 5Y | +110.3% | +42.3% | +68.0% | +57.7% |
| All | +110.3% | +42.7% | +67.6% | +57.7% |
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