+465.0%
JPM vs CBRE
+379.0%
+86.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.5% | +0.8% |
| 7D | +3.5% | -1.8% | +5.3% | +4.3% |
| 30D | +3.3% | +3.3% | 0.0% | +1.4% |
| 3M | -4.2% | -12.4% | +8.2% | +1.2% |
| 6M | +16.4% | -5.4% | +21.8% | +17.7% |
| YTD | +9.5% | -17.2% | +26.7% | +16.7% |
| 1Y | +14.0% | -13.1% | +27.1% | +18.5% |
| 3Y | +153.1% | +81.6% | +71.5% | +73.6% |
| 5Y | +134.9% | +26.4% | +108.4% | +89.9% |
| All | +465.0% | +379.0% | +86.0% | +139.7% |
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