-62.4%
JD vs CBRE
+26.1%
-88.5%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.1% | +1.3% |
| 7D | -4.1% | -1.8% | -2.4% | -3.4% |
| 30D | +4.6% | +3.3% | +1.3% | +2.7% |
| 3M | -4.7% | -12.4% | +7.6% | +0.4% |
| 6M | -17.4% | -5.4% | -12.0% | -16.7% |
| YTD | +0.7% | -17.2% | +17.9% | +6.7% |
| 1Y | -5.9% | -13.1% | +7.2% | -3.1% |
| 3Y | +18.9% | +81.6% | -62.7% | -28.6% |
| All | -62.4% | +26.1% | -88.5% | -72.5% |
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 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