+352.8%
JCI vs CBRE
+2,234.5%
-1,881.7%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.6% | +2.5% | +2.1% |
| 7D | +3.8% | -2.0% | +5.8% | +4.3% |
| 30D | -5.7% | -2.2% | -3.5% | -5.3% |
| 3M | -1.4% | +12.9% | -14.3% | -4.8% |
| 6M | +4.1% | +4.3% | -0.2% | +2.3% |
| YTD | +21.7% | -8.0% | +29.8% | +22.6% |
| 1Y | +36.1% | -8.6% | +44.7% | +37.0% |
| 3Y | +154.4% | +71.9% | +82.6% | +116.2% |
| 5Y | +112.0% | +50.0% | +62.0% | +85.3% |
| 10Y | +322.2% | +390.1% | -67.8% | +175.3% |
| All | +352.8% | +2,234.5% | -1,881.7% | +71.1% |
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