+1,207.6%
SNPS vs CBRE
+2,234.5%
-1,026.9%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.6% | -4.8% | -5.3% |
| 7D | -11.0% | -2.0% | -9.0% | -10.7% |
| 30D | -1.7% | -2.2% | +0.4% | -1.5% |
| 3M | -20.4% | +12.9% | -33.3% | -22.6% |
| 6M | -8.6% | +4.3% | -12.9% | -9.7% |
| YTD | -16.2% | -8.0% | -8.1% | -15.2% |
| 1Y | -34.6% | -8.6% | -26.0% | -33.8% |
| 3Y | -14.5% | +71.9% | -86.3% | -24.0% |
| 5Y | +17.0% | +50.0% | -33.0% | +6.5% |
| 10Y | +560.0% | +390.1% | +170.0% | +379.4% |
| All | +1,207.6% | +2,234.5% | -1,026.9% | +526.2% |
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