+8,434.7%
SHOP vs CBRE
+281.1%
+8,153.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.2% |
| 7D | -5.1% | -2.0% | -3.1% | -4.1% |
| 30D | +0.6% | -2.2% | +2.8% | +1.5% |
| 3M | +25.0% | +12.9% | +12.1% | +16.7% |
| 6M | +11.9% | +4.3% | +7.6% | +8.5% |
| YTD | -9.9% | -8.0% | -1.8% | -6.6% |
| 1Y | 0.0% | -8.6% | +8.5% | +3.8% |
| 3Y | +117.5% | +71.9% | +45.6% | +64.7% |
| 5Y | -6.6% | +50.0% | -56.7% | -24.6% |
| 10Y | +3,320.3% | +390.1% | +2,930.3% | +1,514.7% |
| All | +8,434.7% | +281.1% | +8,153.6% | +3,496.2% |
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