+131.0%
JPM vs CBRE
+27.5%
+103.5%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.4% | +0.9% |
| 7D | +1.2% | -0.5% | +1.7% | +1.5% |
| 30D | +2.7% | +3.1% | -0.3% | +1.4% |
| 3M | -4.5% | -6.4% | +1.9% | -2.6% |
| 6M | +14.3% | -7.9% | +22.2% | +16.6% |
| YTD | +8.2% | -16.2% | +24.4% | +13.6% |
| 1Y | +10.0% | -11.2% | +21.2% | +12.7% |
| 3Y | +149.0% | +83.4% | +65.5% | +80.0% |
| 5Y | +131.0% | +28.4% | +102.6% | +93.5% |
| All | +131.0% | +27.5% | +103.5% | +93.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling