+20.3%
JPM vs CBRE
-7.7%
+28.0%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.8% |
| 7D | +0.3% | -2.0% | +2.3% | +0.7% |
| 30D | -0.2% | -2.2% | +2.0% | +0.2% |
| 3M | +15.9% | +12.9% | +3.0% | +12.0% |
| 6M | +20.9% | +4.3% | +16.6% | +18.8% |
| YTD | +12.9% | -8.0% | +20.9% | +14.1% |
| 1Y | +20.3% | -8.6% | +28.9% | +20.0% |
| All | +20.3% | -7.7% | +28.0% | +20.0% |
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