+163.3%
SHEL vs CBRE
+28.0%
+135.3%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.6% |
| 7D | -3.9% | -4.6% | +0.7% | -3.2% |
| 30D | -3.7% | +3.0% | -6.6% | -4.3% |
| 3M | +9.1% | -8.7% | +17.8% | +10.4% |
| 6M | +16.7% | -7.9% | +24.6% | +17.6% |
| YTD | +36.8% | -16.3% | +53.1% | +39.5% |
| 1Y | +31.8% | -13.1% | +44.9% | +33.1% |
| 3Y | +67.9% | +83.1% | -15.2% | +36.8% |
| 5Y | +163.3% | +27.7% | +135.6% | +138.1% |
| All | +163.3% | +28.0% | +135.3% | +138.1% |
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