-90.5%
SNAP vs CBRE
+26.1%
-116.6%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.3% | +0.4% |
| 7D | +6.0% | -1.8% | +7.8% | +7.5% |
| 30D | -13.8% | +3.3% | -17.1% | -16.0% |
| 3M | -0.8% | -12.4% | +11.6% | +9.1% |
| 6M | -6.2% | -5.4% | -0.9% | -3.2% |
| YTD | -34.8% | -17.2% | -17.6% | -26.6% |
| 1Y | -38.7% | -13.1% | -25.6% | -33.9% |
| 3Y | -53.5% | +81.6% | -135.0% | -75.3% |
| All | -90.5% | +26.1% | -116.6% | -93.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling