+343.3%
JCI vs CBRE
+2,081.6%
-1,738.4%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.0% | +2.8% | +4.3% |
| 7D | -3.4% | +1.0% | -4.5% | -3.7% |
| 30D | -10.1% | +5.6% | -15.8% | -11.6% |
| 3M | -6.8% | -6.8% | 0.0% | -5.7% |
| 6M | +2.0% | -5.6% | +7.6% | +2.4% |
| YTD | +19.2% | -14.1% | +33.2% | +21.5% |
| 1Y | +16.7% | -9.5% | +26.2% | +17.4% |
| 3Y | +194.3% | +91.8% | +102.6% | +142.7% |
| 5Y | +103.0% | +30.3% | +72.7% | +82.9% |
| 10Y | +301.7% | +406.9% | -105.1% | +160.0% |
| All | +343.3% | +2,081.6% | -1,738.4% | +69.6% |
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