+100.9%
JNJ vs CBRE
+26.1%
+74.8%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.3% | +0.7% |
| 7D | +3.5% | -1.8% | +5.2% | +3.6% |
| 30D | +12.5% | +3.3% | +9.2% | +12.1% |
| 3M | +9.6% | -12.4% | +21.9% | +10.8% |
| 6M | +25.3% | -5.4% | +30.7% | +25.7% |
| YTD | +40.3% | -17.2% | +57.5% | +42.0% |
| 1Y | +49.6% | -13.1% | +62.7% | +50.6% |
| 3Y | +110.8% | +81.6% | +29.2% | +92.9% |
| All | +100.9% | +26.1% | +74.8% | +89.4% |
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