+3,772.8%
SHOP vs CBRE
+376.9%
+3,395.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.1% | -0.8% |
| 7D | +2.1% | -2.8% | +4.9% | +3.7% |
| 30D | -16.8% | +2.2% | -19.1% | -18.0% |
| 3M | -2.4% | -10.1% | +7.7% | +3.1% |
| 6M | +47.0% | -8.0% | +55.0% | +52.3% |
| YTD | -8.8% | -17.6% | +8.8% | +0.2% |
| 1Y | -6.3% | -14.7% | +8.4% | +1.3% |
| 3Y | +139.3% | +80.4% | +58.9% | +77.5% |
| 5Y | -12.1% | +25.9% | -38.0% | -24.0% |
| All | +3,772.8% | +376.9% | +3,395.9% | +2,188.0% |
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 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