+353.1%
JCI vs CBRE
+2,024.9%
-1,671.9%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.2% | +2.6% | +2.5% |
| 7D | +2.9% | -4.6% | +7.5% | +4.2% |
| 30D | -6.9% | +3.0% | -9.9% | -7.9% |
| 3M | -6.3% | -8.7% | +2.4% | -4.7% |
| 6M | +2.6% | -7.9% | +10.5% | +3.6% |
| YTD | +21.8% | -16.3% | +38.1% | +25.0% |
| 1Y | +19.6% | -13.1% | +32.7% | +21.5% |
| 3Y | +194.9% | +83.1% | +111.8% | +145.9% |
| 5Y | +108.1% | +27.7% | +80.4% | +88.5% |
| 10Y | +307.6% | +386.9% | -79.3% | +166.2% |
| All | +353.1% | +2,024.9% | -1,671.9% | +74.5% |
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