-78.2%
SNAP vs CBRE
+272.9%
-351.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -0.2% | +7.0% | +6.9% |
| 7D | -9.8% | -4.6% | -5.2% | -7.2% |
| 30D | -18.2% | +3.0% | -21.2% | -19.6% |
| 3M | -3.1% | -8.7% | +5.6% | +1.7% |
| 6M | -7.1% | -7.9% | +0.8% | -3.3% |
| YTD | -33.8% | -16.3% | -17.5% | -28.0% |
| 1Y | -39.0% | -13.1% | -25.9% | -35.1% |
| 3Y | -52.8% | +83.1% | -136.0% | -67.0% |
| 5Y | -90.0% | +27.7% | -117.7% | -91.7% |
| All | -78.2% | +272.9% | -351.1% | -89.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling