+459.5%
JPM vs CBRE
+376.9%
+82.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | +0.5% |
| 7D | +1.6% | -2.8% | +4.4% | +3.0% |
| 30D | +3.4% | +2.2% | +1.2% | +2.1% |
| 3M | -5.7% | -10.1% | +4.4% | -1.6% |
| 6M | +13.5% | -8.0% | +21.5% | +16.3% |
| YTD | +8.4% | -17.6% | +26.0% | +15.8% |
| 1Y | +9.1% | -14.7% | +23.8% | +14.4% |
| 3Y | +149.5% | +80.4% | +69.1% | +71.8% |
| 5Y | +132.6% | +25.9% | +106.7% | +88.5% |
| All | +459.5% | +376.9% | +82.5% | +137.8% |
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