+17.1%
SNPS vs CBRE
+50.7%
-33.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.6% | -4.8% | -5.1% |
| 7D | -11.0% | -2.0% | -9.0% | -10.2% |
| 30D | -1.7% | -2.2% | +0.4% | -1.2% |
| 3M | -20.4% | +12.9% | -33.3% | -25.8% |
| 6M | -8.6% | +4.3% | -12.9% | -11.5% |
| YTD | -16.2% | -8.0% | -8.1% | -14.3% |
| 1Y | -34.6% | -8.6% | -26.0% | -33.1% |
| 3Y | -14.5% | +71.9% | -86.3% | -38.9% |
| All | +17.1% | +50.7% | -33.6% | -11.6% |
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