+8,659.4%
SHOP vs CBRE
+249.3%
+8,410.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.6% | +4.2% | +3.9% |
| 7D | -5.4% | +5.2% | -10.6% | -7.9% |
| 30D | -10.3% | +6.2% | -16.5% | -13.4% |
| 3M | +1.0% | -8.1% | +9.1% | +5.2% |
| 6M | +41.2% | -6.6% | +47.9% | +45.1% |
| YTD | -7.5% | -15.7% | +8.2% | +0.3% |
| 1Y | -4.6% | -9.7% | +5.1% | -0.2% |
| 3Y | +146.4% | +80.4% | +66.0% | +82.7% |
| 5Y | -2.5% | +27.0% | -29.6% | -15.4% |
| 10Y | +3,703.6% | +412.9% | +3,290.7% | +1,656.5% |
| All | +8,659.4% | +249.3% | +8,410.2% | +3,760.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling