+54.6%
JD vs CBRE
+363.4%
-308.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.2% | +0.7% |
| 7D | +5.2% | -0.5% | +5.7% | +5.3% |
| 30D | +4.5% | +3.1% | +1.5% | +2.9% |
| 3M | -15.4% | -6.4% | -9.1% | -13.9% |
| 6M | -6.0% | -7.9% | +1.8% | -4.4% |
| YTD | +2.2% | -16.2% | +18.3% | +6.8% |
| 1Y | -6.7% | -11.2% | +4.6% | -4.9% |
| 3Y | +20.5% | +83.4% | -62.9% | -12.4% |
| 5Y | -58.4% | +28.4% | -86.9% | -65.4% |
| 10Y | +32.5% | +386.8% | -354.3% | -39.6% |
| All | +54.6% | +363.4% | -308.8% | -35.0% |
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