-4.3%
SHOP vs CBRE
-9.3%
+5.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.0% | +0.2% | +0.9% |
| 7D | -2.7% | +1.0% | -3.7% | -3.1% |
| 30D | -11.0% | +5.6% | -16.6% | -13.9% |
| 3M | +0.3% | -6.8% | +7.1% | +4.7% |
| 6M | +37.7% | -5.6% | +43.3% | +43.5% |
| YTD | -5.5% | -14.1% | +8.5% | +4.4% |
| All | -4.3% | -9.3% | +5.1% | -0.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling