+193.4%
JNJ vs CBRE
+398.3%
-205.0%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | -0.1% |
| 7D | -4.3% | -7.2% | +2.9% | -3.2% |
| 30D | +3.0% | -6.4% | +9.4% | +4.1% |
| 3M | +12.2% | +2.9% | +9.3% | +11.5% |
| 6M | +10.5% | +2.5% | +7.9% | +9.6% |
| YTD | +30.8% | -14.2% | +45.0% | +33.0% |
| 1Y | +54.9% | -15.1% | +70.1% | +57.6% |
| 3Y | +80.7% | +61.9% | +18.8% | +61.3% |
| 5Y | +83.4% | +42.4% | +41.0% | +65.1% |
| All | +193.4% | +398.3% | -205.0% | +112.8% |
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