+207.4%
SHEL vs CBRE
+398.3%
-190.9%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.8% |
| 7D | +3.9% | -7.2% | +11.2% | +6.6% |
| 30D | +7.0% | -6.4% | +13.4% | +9.1% |
| 3M | +12.5% | +2.9% | +9.6% | +10.3% |
| 6M | +14.8% | +2.5% | +12.2% | +12.0% |
| YTD | +34.2% | -14.2% | +48.4% | +38.4% |
| 1Y | +37.0% | -15.1% | +52.1% | +41.5% |
| 3Y | +70.9% | +61.9% | +9.0% | +30.0% |
| 5Y | +192.5% | +42.4% | +150.2% | +128.4% |
| All | +207.4% | +398.3% | -190.9% | +47.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling