-5.3%
JHX vs CBRE
+61.2%
-66.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.2% | -1.3% | -1.9% |
| 7D | -4.9% | -7.2% | +2.4% | -1.5% |
| 30D | -9.3% | -6.4% | -2.9% | -6.5% |
| 3M | +28.1% | +2.9% | +25.1% | +25.9% |
| 6M | +35.2% | +2.5% | +32.7% | +33.5% |
| YTD | +35.9% | -14.2% | +50.0% | +42.4% |
| 1Y | +42.5% | -15.1% | +57.7% | +50.2% |
| All | -5.3% | +61.2% | -66.5% | -31.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling