+102.2%
SNOW vs CBRE
+67.4%
+34.7%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.8% | +3.3% | +1.0% |
| 7D | +4.9% | -1.5% | +6.4% | +5.7% |
| 30D | +1.5% | -4.0% | +5.5% | +3.0% |
| 3M | +39.5% | +8.0% | +31.5% | +34.9% |
| 6M | +85.9% | +4.0% | +81.9% | +82.3% |
| YTD | +52.9% | -11.5% | +64.5% | +60.1% |
| 1Y | +48.1% | -13.0% | +61.1% | +55.9% |
| 3Y | +102.2% | +66.9% | +35.3% | +60.3% |
| All | +102.2% | +67.4% | +34.7% | +60.3% |
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