+404.4%
SNXX vs CBRE
-19.0%
+423.4%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -1.2% | -6.7% | -9.0% |
| 7D | +16.8% | -7.2% | +24.0% | +9.2% |
| 30D | +65.3% | -6.4% | +71.7% | +56.2% |
| 3M | -34.8% | +2.9% | -37.7% | -27.7% |
| 6M | +255.1% | +2.5% | +252.6% | +308.5% |
| All | +404.4% | -19.0% | +423.4% | +364.0% |
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