+392.5%
CBRE vs SHAK
+87.2%
+305.3%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.2% | -1.3% | +1.0% |
| 7D | -5.0% | -8.3% | +3.3% | -2.8% |
| 30D | -4.7% | -12.6% | +8.0% | -1.3% |
| 3M | +6.5% | +9.1% | -2.6% | +3.6% |
| 6M | +6.1% | -31.2% | +37.3% | +13.5% |
| YTD | -12.6% | -21.6% | +9.0% | -10.1% |
| 1Y | -15.3% | -38.8% | +23.5% | -7.2% |
| 3Y | +64.6% | +0.6% | +64.0% | +48.8% |
| 5Y | +45.0% | -22.5% | +67.5% | +32.6% |
| All | +392.5% | +87.2% | +305.3% | +214.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 SHAK 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