+2,156.0%
CBRE vs SNY
+208.4%
+1,947.5%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.0% |
| 7D | -7.2% | -3.6% | -3.6% | -4.7% |
| 30D | -6.4% | -1.9% | -4.5% | -5.1% |
| 3M | +2.9% | -2.0% | +4.9% | +4.1% |
| 6M | +2.5% | +2.5% | 0.0% | -0.1% |
| YTD | -14.2% | -7.0% | -7.2% | -10.7% |
| 1Y | -15.1% | -4.4% | -10.8% | -14.1% |
| 3Y | +61.9% | -8.4% | +70.3% | +56.1% |
| 5Y | +42.4% | +9.5% | +32.8% | +11.4% |
| 10Y | +395.1% | +64.3% | +330.8% | +138.6% |
| All | +2,156.0% | +208.4% | +1,947.5% | +476.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling