+3,647.2%
SHOP vs CBRE
+421.6%
+3,225.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.0% | +0.2% | +1.1% |
| 7D | -2.7% | +1.0% | -3.7% | -3.0% |
| 30D | -11.0% | +5.6% | -16.6% | -13.7% |
| 3M | +0.3% | -6.8% | +7.1% | +3.7% |
| 6M | +37.7% | -5.6% | +43.3% | +40.7% |
| YTD | -5.5% | -14.1% | +8.5% | +1.5% |
| 1Y | -0.2% | -9.5% | +9.3% | +4.3% |
| 3Y | +151.9% | +91.8% | +60.1% | +81.3% |
| 5Y | -2.2% | +30.3% | -32.5% | -17.2% |
| 10Y | +3,647.2% | +406.9% | +3,240.3% | +2,228.9% |
| All | +3,647.2% | +421.6% | +3,225.6% | +2,228.9% |
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 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