+481.0%
JPM vs CBRE
+387.8%
+93.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.5% | +0.5% |
| 7D | -2.5% | -4.6% | +2.2% | -0.3% |
| 30D | +2.7% | +3.0% | -0.2% | +1.0% |
| 3M | -4.7% | -8.7% | +4.1% | -1.3% |
| 6M | +15.6% | -7.9% | +23.4% | +18.3% |
| YTD | +8.6% | -16.3% | +24.9% | +15.1% |
| 1Y | +10.9% | -13.1% | +24.0% | +15.3% |
| 3Y | +149.9% | +83.1% | +66.8% | +70.7% |
| 5Y | +131.9% | +27.7% | +104.2% | +86.6% |
| 10Y | +481.0% | +386.9% | +94.1% | +136.8% |
| All | +481.0% | +387.8% | +93.2% | +136.8% |
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