+691.2%
SNPS vs CBRE
+421.6%
+269.6%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.0% | +1.7% | +2.9% |
| 7D | +0.2% | +1.0% | -0.8% | -0.2% |
| 30D | -8.4% | +5.6% | -14.1% | -10.8% |
| 3M | +12.3% | -6.8% | +19.0% | +14.4% |
| 6M | -9.6% | -5.6% | -4.0% | -8.8% |
| YTD | -0.6% | -14.1% | +13.5% | +3.7% |
| 1Y | +18.7% | -9.5% | +28.2% | +21.0% |
| 3Y | -7.6% | +91.8% | -99.3% | -31.9% |
| 5Y | +34.1% | +30.3% | +3.8% | +13.2% |
| 10Y | +691.2% | +406.9% | +284.3% | +347.3% |
| All | +691.2% | +421.6% | +269.6% | +347.3% |
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 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