+273.5%
SHW vs CBRE
+398.3%
-124.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.5% |
| 7D | -4.5% | -7.2% | +2.8% | -1.5% |
| 30D | -12.7% | -6.4% | -6.3% | -10.4% |
| 3M | +4.7% | +2.9% | +1.8% | +3.3% |
| 6M | -3.4% | +2.5% | -6.0% | -4.8% |
| YTD | -1.3% | -14.2% | +12.8% | +3.5% |
| 1Y | -10.4% | -15.1% | +4.8% | -5.7% |
| 3Y | +20.1% | +61.9% | -41.8% | -5.8% |
| 5Y | +10.5% | +42.4% | -31.9% | -10.7% |
| All | +273.5% | +398.3% | -124.8% | +76.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling