+339.9%
CBRE vs SHAK
+43.4%
+296.5%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.9% | -0.9% | -3.1% |
| 7D | -1.5% | -0.3% | -1.2% | -1.4% |
| 30D | -4.0% | -5.2% | +1.2% | -2.7% |
| 3M | +8.0% | +27.3% | -19.3% | +1.5% |
| 6M | +4.0% | -27.9% | +31.8% | +9.4% |
| YTD | -11.5% | -17.0% | +5.4% | -10.3% |
| 1Y | -13.0% | -30.9% | +17.9% | -8.2% |
| 3Y | +66.9% | +3.4% | +63.5% | +52.6% |
| 5Y | +45.0% | -20.5% | +65.5% | +34.2% |
| 10Y | +385.0% | +88.3% | +296.8% | +242.3% |
| All | +339.9% | +43.4% | +296.5% | +211.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling