+55.5%
JHX vs CBRE
-7.7%
+63.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.6% | +3.2% | +2.8% |
| 7D | +1.5% | -2.0% | +3.5% | +2.3% |
| 30D | +7.2% | -2.2% | +9.3% | +7.9% |
| 3M | +29.9% | +12.9% | +17.0% | +24.0% |
| 6M | +35.4% | +4.3% | +31.1% | +32.6% |
| YTD | +46.5% | -8.0% | +54.5% | +40.9% |
| 1Y | +55.5% | -8.6% | +64.1% | +51.0% |
| All | +55.5% | -7.7% | +63.2% | +51.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling