+3,310.1%
SHW vs CBRE
+2,234.5%
+1,075.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.6% |
| 7D | -3.2% | -2.0% | -1.3% | -2.8% |
| 30D | -9.5% | -2.2% | -7.3% | -9.1% |
| 3M | +11.5% | +12.9% | -1.4% | +8.4% |
| 6M | -3.5% | +4.3% | -7.9% | -4.6% |
| YTD | +3.7% | -8.0% | +11.8% | +5.0% |
| 1Y | -7.9% | -8.6% | +0.7% | -6.7% |
| 3Y | +24.7% | +71.9% | -47.2% | +9.2% |
| 5Y | +13.6% | +50.0% | -36.4% | +1.7% |
| 10Y | +283.0% | +390.1% | -107.1% | +164.5% |
| All | +3,310.1% | +2,234.5% | +1,075.6% | +1,605.7% |
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