+333.1%
SLV vs CBRE
+409.8%
-76.7%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -1.2% |
| 7D | -0.3% | -2.0% | +1.6% | -0.2% |
| 30D | +6.7% | -2.2% | +8.9% | +6.8% |
| 3M | -10.7% | +12.9% | -23.6% | -11.6% |
| 6M | -20.6% | +4.3% | -24.9% | -20.9% |
| YTD | -7.1% | -8.0% | +0.9% | -6.8% |
| 1Y | +62.0% | -8.6% | +70.5% | +62.6% |
| 3Y | +169.8% | +71.9% | +97.9% | +157.9% |
| 5Y | +161.5% | +50.0% | +111.4% | +150.8% |
| 10Y | +224.4% | +390.1% | -165.7% | +182.8% |
| All | +333.1% | +409.8% | -76.7% | +245.0% |
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