-9.3%
SHOP vs CBRE
+45.8%
-55.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -3.8% | -3.8% | -4.3% |
| 7D | -4.1% | -1.5% | -2.6% | -2.8% |
| 30D | -11.5% | -4.0% | -7.5% | -8.8% |
| 3M | +21.1% | +8.0% | +13.0% | +12.0% |
| 6M | +3.0% | +4.0% | -1.0% | -2.5% |
| YTD | -16.7% | -11.5% | -5.2% | -9.3% |
| 1Y | -8.3% | -13.0% | +4.7% | +0.9% |
| 3Y | +112.8% | +66.9% | +45.9% | +21.1% |
| 5Y | -9.3% | +45.0% | -54.3% | -43.1% |
| All | -9.3% | +45.8% | -55.0% | -43.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling