+162.6%
JPM vs CBRE
+67.4%
+95.1%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.8% | +2.4% | -0.4% |
| 7D | -0.4% | -1.5% | +1.1% | 0.0% |
| 30D | -1.1% | -4.0% | +2.9% | -0.2% |
| 3M | +14.1% | +8.0% | +6.1% | +11.1% |
| 6M | +23.3% | +4.0% | +19.3% | +21.1% |
| YTD | +11.3% | -11.5% | +22.8% | +14.0% |
| 1Y | +23.0% | -13.0% | +36.0% | +26.4% |
| 3Y | +162.6% | +66.9% | +95.7% | +122.7% |
| All | +162.6% | +67.4% | +95.1% | +122.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling