-52.7%
SNAP vs CBRE
+84.7%
-137.5%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -0.2% | +7.0% | +6.9% |
| 7D | -9.8% | -4.6% | -5.2% | -7.0% |
| 30D | -18.2% | +3.0% | -21.2% | -19.6% |
| 3M | -3.1% | -8.7% | +5.6% | +2.1% |
| 6M | -7.1% | -7.9% | +0.8% | -2.9% |
| YTD | -33.8% | -16.3% | -17.5% | -27.5% |
| 1Y | -39.0% | -13.1% | -25.9% | -34.9% |
| All | -52.7% | +84.7% | -137.5% | -67.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling