+392.5%
CBRE vs SNY
+64.5%
+328.0%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.7% | +1.8% |
| 7D | -5.0% | -3.3% | -1.6% | -3.9% |
| 30D | -4.7% | -2.2% | -2.5% | -3.9% |
| 3M | +6.5% | -3.0% | +9.6% | +7.6% |
| 6M | +6.1% | +2.7% | +3.3% | +5.0% |
| YTD | -12.6% | -6.8% | -5.8% | -10.8% |
| 1Y | -15.3% | -5.3% | -10.0% | -14.3% |
| 3Y | +64.6% | -9.8% | +74.4% | +65.4% |
| 5Y | +45.0% | +9.7% | +35.3% | +31.2% |
| All | +392.5% | +64.5% | +328.0% | +304.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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