-79.4%
SNAP vs CBRE
+282.8%
-362.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.0% | -0.1% | +0.7% |
| 7D | -7.3% | +1.0% | -8.4% | -7.6% |
| 30D | -18.9% | +5.6% | -24.6% | -21.4% |
| 3M | -5.3% | -6.8% | +1.5% | -1.8% |
| 6M | -16.9% | -5.6% | -11.4% | -14.7% |
| YTD | -37.4% | -14.1% | -23.4% | -32.8% |
| 1Y | -38.5% | -9.5% | -29.0% | -36.0% |
| 3Y | -55.1% | +91.8% | -146.8% | -69.4% |
| 5Y | -90.8% | +30.3% | -121.1% | -92.4% |
| All | -79.4% | +282.8% | -362.2% | -90.0% |
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