+191.5%
SHEL vs CBRE
+45.3%
+146.2%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.8% | +6.3% | +3.2% |
| 7D | +1.9% | -1.5% | +3.5% | +2.1% |
| 30D | +8.7% | -4.0% | +12.6% | +9.3% |
| 3M | +11.0% | +8.0% | +3.0% | +8.8% |
| 6M | +14.6% | +4.0% | +10.6% | +12.8% |
| YTD | +33.3% | -11.5% | +44.8% | +35.0% |
| 1Y | +37.9% | -13.0% | +50.9% | +39.9% |
| 3Y | +69.7% | +66.9% | +2.9% | +43.4% |
| All | +191.5% | +45.3% | +146.2% | +148.9% |
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