+556.6%
SNPS vs CBRE
+378.3%
+178.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.8% | +3.3% | +1.1% |
| 7D | -5.5% | -1.5% | -4.0% | -5.0% |
| 30D | -5.8% | -4.0% | -1.8% | -4.6% |
| 3M | -17.2% | +8.0% | -25.2% | -20.5% |
| 6M | -10.4% | +4.0% | -14.3% | -12.6% |
| YTD | -16.5% | -11.5% | -5.0% | -13.6% |
| 1Y | -35.6% | -13.0% | -22.6% | -33.0% |
| 3Y | -14.6% | +66.9% | -81.5% | -33.3% |
| 5Y | +16.5% | +45.0% | -28.6% | -5.0% |
| 10Y | +556.6% | +385.0% | +171.5% | +256.9% |
| All | +556.6% | +378.3% | +178.2% | +256.9% |
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 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