+5.5%
SNOW vs CBRE
+45.8%
-40.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.8% | +3.3% | +1.8% |
| 7D | +4.9% | -1.5% | +6.4% | +6.2% |
| 30D | +1.5% | -4.0% | +5.5% | +3.8% |
| 3M | +39.5% | +8.0% | +31.5% | +31.9% |
| 6M | +85.9% | +4.0% | +81.9% | +78.8% |
| YTD | +52.9% | -11.5% | +64.5% | +61.8% |
| 1Y | +48.1% | -13.0% | +61.1% | +57.6% |
| 3Y | +102.2% | +66.9% | +35.3% | +24.7% |
| 5Y | +5.5% | +45.0% | -39.6% | -28.9% |
| All | +5.5% | +45.8% | -40.3% | -28.9% |
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