+124.0%
SHOP vs CBRE
+73.2%
+50.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.1% |
| 7D | -5.1% | -2.0% | -3.1% | -3.8% |
| 30D | +0.6% | -2.2% | +2.8% | +1.7% |
| 3M | +25.0% | +12.9% | +12.1% | +13.7% |
| 6M | +11.9% | +4.3% | +7.6% | +7.3% |
| YTD | -9.9% | -8.0% | -1.8% | -5.3% |
| 1Y | 0.0% | -8.6% | +8.5% | +5.1% |
| All | +124.0% | +73.2% | +50.8% | +40.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling