+1,361.9%
SNPS vs CBRE
+2,052.9%
-691.0%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.4% | -1.5% | -4.2% |
| 7D | -10.2% | +6.0% | -16.2% | -11.3% |
| 30D | -12.8% | +4.4% | -17.2% | -13.7% |
| 3M | +9.9% | -9.8% | +19.6% | +11.7% |
| 6M | -12.4% | -4.4% | -8.0% | -12.1% |
| YTD | -6.3% | -15.2% | +8.9% | -3.8% |
| 1Y | +7.6% | -9.1% | +16.8% | +8.8% |
| 3Y | -9.8% | +79.4% | -89.1% | -20.6% |
| 5Y | +29.2% | +27.8% | +1.4% | +21.0% |
| 10Y | +663.8% | +416.1% | +247.7% | +451.4% |
| All | +1,361.9% | +2,052.9% | -691.0% | +610.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling