+218.9%
SLV vs CBRE
+378.3%
-159.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.8% | +3.0% | -0.3% |
| 7D | +2.5% | -1.5% | +4.0% | +2.7% |
| 30D | +3.3% | -4.0% | +7.2% | +3.6% |
| 3M | -3.6% | +8.0% | -11.6% | -4.7% |
| 6M | -21.8% | +4.0% | -25.8% | -22.3% |
| YTD | -7.8% | -11.5% | +3.7% | -7.0% |
| 1Y | +58.3% | -13.0% | +71.3% | +59.9% |
| 3Y | +182.6% | +66.9% | +115.7% | +165.6% |
| 5Y | +167.8% | +45.0% | +122.7% | +151.6% |
| 10Y | +218.9% | +385.0% | -166.2% | +180.3% |
| All | +218.9% | +378.3% | -159.5% | +180.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling