+446.8%
SHEL vs CBRE
+2,234.5%
-1,787.7%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +0.8% |
| 7D | +2.2% | -2.0% | +4.2% | +2.6% |
| 30D | +6.8% | -2.2% | +9.0% | +7.2% |
| 3M | +8.1% | +12.9% | -4.8% | +4.6% |
| 6M | +14.4% | +4.3% | +10.1% | +12.4% |
| YTD | +30.0% | -8.0% | +38.0% | +30.7% |
| 1Y | +33.3% | -8.6% | +41.9% | +34.0% |
| 3Y | +66.4% | +71.9% | -5.4% | +41.7% |
| 5Y | +178.6% | +50.0% | +128.6% | +141.4% |
| 10Y | +198.4% | +390.1% | -191.6% | +96.2% |
| All | +446.8% | +2,234.5% | -1,787.7% | +109.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling