+30.5%
SNOW vs CBRE
+179.8%
-149.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.6% | -0.3% |
| 7D | +8.4% | -1.7% | +10.1% | +9.6% |
| 30D | -1.0% | -3.0% | +2.0% | +0.4% |
| 3M | +38.3% | +2.6% | +35.7% | +35.8% |
| 6M | +81.3% | +2.0% | +79.3% | +77.6% |
| YTD | +51.1% | -13.1% | +64.2% | +59.9% |
| 1Y | +47.0% | -13.8% | +60.8% | +55.6% |
| 3Y | +99.7% | +63.9% | +35.9% | +43.6% |
| 5Y | +3.6% | +42.3% | -38.7% | -23.4% |
| All | +30.5% | +179.8% | -149.3% | +4.8% |
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 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