+479.8%
SHEL vs CBRE
+1,992.7%
-1,512.9%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.2% | +1.1% |
| 7D | -1.6% | -2.8% | +1.2% | -0.9% |
| 30D | -4.3% | +2.2% | -6.5% | -5.1% |
| 3M | +10.4% | -10.1% | +20.5% | +12.4% |
| 6M | +17.5% | -8.0% | +25.5% | +18.6% |
| YTD | +37.8% | -17.6% | +55.4% | +41.5% |
| 1Y | +33.8% | -14.7% | +48.5% | +36.1% |
| 3Y | +69.1% | +80.4% | -11.3% | +41.9% |
| 5Y | +165.7% | +25.9% | +139.8% | +138.9% |
| 10Y | +212.9% | +379.5% | -166.6% | +106.6% |
| All | +479.8% | +1,992.7% | -1,512.9% | +126.2% |
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