-91.0%
SNAP vs CBRE
+26.4%
-117.3%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.6% | -1.9% | -2.1% |
| 7D | -7.1% | +5.2% | -12.3% | -10.3% |
| 30D | -14.6% | +6.2% | -20.9% | -18.6% |
| 3M | -5.0% | -8.1% | +3.1% | +0.7% |
| 6M | -18.8% | -6.6% | -12.2% | -15.3% |
| YTD | -38.5% | -15.7% | -22.8% | -31.7% |
| 1Y | -38.1% | -9.7% | -28.4% | -35.2% |
| 3Y | -53.8% | +80.4% | -134.2% | -75.2% |
| All | -91.0% | +26.4% | -117.3% | -94.0% |
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 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