+3,003.4%
SHOP vs CBRE
+378.3%
+2,625.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -3.8% | -3.8% | -5.5% |
| 7D | -4.1% | -1.5% | -2.6% | -3.2% |
| 30D | -11.5% | -4.0% | -7.5% | -9.7% |
| 3M | +21.1% | +8.0% | +13.0% | +15.8% |
| 6M | +3.0% | +4.0% | -1.0% | +0.1% |
| YTD | -16.7% | -11.5% | -5.2% | -11.7% |
| 1Y | -8.3% | -13.0% | +4.7% | -2.1% |
| 3Y | +112.8% | +66.9% | +45.9% | +64.1% |
| 5Y | -9.3% | +45.0% | -54.3% | -25.8% |
| 10Y | +3,003.4% | +385.0% | +2,618.4% | +1,660.4% |
| All | +3,003.4% | +378.3% | +2,625.1% | +1,660.4% |
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