+1,395.6%
SNPS vs CBRE
+2,039.6%
-644.1%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.6% | +2.9% | +2.4% |
| 7D | -3.7% | +5.2% | -8.8% | -4.7% |
| 30D | -10.4% | +6.2% | -16.6% | -11.6% |
| 3M | +11.0% | -8.1% | +19.1% | +12.4% |
| 6M | -10.7% | -6.6% | -4.0% | -10.0% |
| YTD | -4.1% | -15.7% | +11.6% | -1.5% |
| 1Y | +13.7% | -9.7% | +23.4% | +15.1% |
| 3Y | -8.1% | +80.4% | -88.4% | -19.1% |
| 5Y | +32.2% | +27.0% | +5.2% | +23.9% |
| 10Y | +681.4% | +412.9% | +268.5% | +464.8% |
| All | +1,395.6% | +2,039.6% | -644.1% | +627.3% |
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 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