-22.8%
SNAP vs CBRE
-7.7%
-15.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.6% | -3.4% | -3.7% |
| 7D | +0.7% | -2.0% | +2.7% | +1.7% |
| 30D | +2.6% | -2.2% | +4.8% | +3.7% |
| 3M | -9.9% | +12.9% | -22.8% | -15.1% |
| 6M | +1.9% | +4.3% | -2.4% | -0.4% |
| YTD | -32.2% | -8.0% | -24.2% | -30.3% |
| 1Y | -22.8% | -8.6% | -14.3% | -19.9% |
| All | -22.8% | -7.7% | -15.2% | -19.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling