+152.8%
JPM vs CBRE
+45.8%
+107.0%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.8% | +2.4% | 0.0% |
| 7D | -0.4% | -1.5% | +1.1% | +0.1% |
| 30D | -1.1% | -4.0% | +2.9% | +0.1% |
| 3M | +14.1% | +8.0% | +6.1% | +10.1% |
| 6M | +23.3% | +4.0% | +19.3% | +20.3% |
| YTD | +11.3% | -11.5% | +22.8% | +14.8% |
| 1Y | +23.0% | -13.0% | +36.0% | +27.4% |
| 3Y | +162.6% | +66.9% | +95.7% | +100.0% |
| 5Y | +152.8% | +45.0% | +107.7% | +100.4% |
| All | +152.8% | +45.8% | +107.0% | +100.4% |
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