+32.3%
JD vs CBRE
+376.9%
-344.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.2% | -0.7% |
| 7D | -4.0% | -2.8% | -1.2% | -3.0% |
| 30D | +2.7% | +2.2% | +0.4% | +1.5% |
| 3M | -13.0% | -10.1% | -3.0% | -10.1% |
| 6M | -12.7% | -8.0% | -4.7% | -11.2% |
| YTD | -0.8% | -17.6% | +16.8% | +4.2% |
| 1Y | -8.9% | -14.7% | +5.8% | -5.7% |
| 3Y | +17.0% | +80.4% | -63.3% | -14.0% |
| 5Y | -63.5% | +25.9% | -89.4% | -69.5% |
| All | +32.3% | +376.9% | -344.6% | -25.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling