+116.0%
SLV vs CBRE
+82.7%
+33.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.4% | -2.6% | -2.3% |
| 7D | -5.8% | -1.8% | -4.1% | -5.4% |
| 30D | -12.1% | +3.3% | -15.4% | -12.7% |
| 3M | -24.1% | -12.4% | -11.8% | -22.1% |
| 6M | -44.4% | -5.4% | -39.0% | -44.0% |
| YTD | -31.5% | -17.2% | -14.3% | -29.8% |
| 1Y | -6.9% | -13.1% | +6.2% | -5.4% |
| 3Y | +116.0% | +81.6% | +34.4% | +74.0% |
| All | +116.0% | +82.7% | +33.3% | +74.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling