-77.7%
SNAP vs CBRE
+309.7%
-387.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.6% | -3.4% | -3.7% |
| 7D | +0.7% | -2.0% | +2.7% | +1.7% |
| 30D | +2.6% | -2.2% | +4.8% | +3.7% |
| 3M | -9.9% | +12.9% | -22.8% | -15.9% |
| 6M | +1.9% | +4.3% | -2.4% | -0.8% |
| YTD | -32.2% | -8.0% | -24.2% | -29.9% |
| 1Y | -22.8% | -8.6% | -14.3% | -20.2% |
| 3Y | -47.6% | +71.9% | -119.5% | -62.2% |
| 5Y | -92.7% | +50.0% | -142.7% | -94.4% |
| All | -77.7% | +309.7% | -387.3% | -89.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling