+336.7%
SHW vs CBRE
+379.0%
-42.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.9% | -0.6% |
| 7D | +1.7% | -1.8% | +3.4% | +2.5% |
| 30D | +7.8% | +3.3% | +4.5% | +6.4% |
| 3M | -3.0% | -12.4% | +9.4% | +2.2% |
| 6M | +14.8% | -5.4% | +20.1% | +16.9% |
| YTD | +8.8% | -17.2% | +26.0% | +15.6% |
| 1Y | +4.2% | -13.1% | +17.3% | +8.5% |
| 3Y | +41.5% | +81.6% | -40.0% | +5.9% |
| 5Y | +10.5% | +26.4% | -16.0% | -6.3% |
| All | +336.7% | +379.0% | -42.4% | +120.7% |
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