+15.0%
SHW vs CBRE
+45.8%
-30.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.8% | +1.5% | -0.6% |
| 7D | -1.2% | -1.5% | +0.4% | -0.6% |
| 30D | -11.6% | -4.0% | -7.6% | -10.2% |
| 3M | +9.1% | +8.0% | +1.1% | +5.4% |
| 6M | -0.7% | +4.0% | -4.6% | -2.7% |
| YTD | +1.4% | -11.5% | +12.9% | +5.1% |
| 1Y | -12.3% | -13.0% | +0.7% | -8.5% |
| 3Y | +23.4% | +66.9% | -43.5% | -7.9% |
| 5Y | +15.0% | +45.0% | -30.0% | -12.8% |
| All | +15.0% | +45.8% | -30.7% | -12.8% |
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