+592.1%
JPM vs CBRE
+381.8%
+210.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.2% | +1.2% |
| 7D | -0.4% | -1.7% | +1.3% | +0.3% |
| 30D | -1.4% | -3.0% | +1.5% | -0.4% |
| 3M | +13.9% | +2.6% | +11.3% | +11.6% |
| 6M | +23.5% | +2.0% | +21.5% | +20.8% |
| YTD | +11.6% | -13.1% | +24.8% | +16.8% |
| 1Y | +21.4% | -13.8% | +35.2% | +27.0% |
| 3Y | +163.4% | +63.9% | +99.6% | +91.5% |
| 5Y | +152.5% | +42.3% | +110.2% | +92.8% |
| 10Y | +592.1% | +401.2% | +191.0% | +179.5% |
| All | +592.1% | +381.8% | +210.3% | +179.5% |
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