-26.1%
SNOW vs CBRE
+26.1%
-52.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.4% | -3.0% | -2.8% |
| 7D | +5.5% | -1.8% | +7.2% | +6.6% |
| 30D | -13.2% | +3.3% | -16.5% | -15.6% |
| 3M | -13.7% | -12.4% | -1.4% | -7.5% |
| 6M | +91.0% | -5.4% | +96.3% | +92.5% |
| YTD | +32.7% | -17.2% | +49.9% | +44.8% |
| 1Y | +13.3% | -13.1% | +26.4% | +19.4% |
| 3Y | +83.4% | +81.6% | +1.8% | +0.3% |
| All | -26.1% | +26.1% | -52.2% | -45.4% |
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