+239.3%
SLV vs CBRE
+367.3%
-127.9%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | -0.1% |
| 7D | +5.1% | +5.2% | -0.1% | +4.7% |
| 30D | -12.9% | +6.2% | -19.1% | -13.3% |
| 3M | -16.1% | -8.1% | -8.0% | -15.6% |
| 6M | -33.2% | -6.6% | -26.5% | -32.9% |
| YTD | -27.2% | -15.7% | -11.5% | -26.5% |
| 1Y | +7.6% | -9.7% | +17.3% | +8.2% |
| 3Y | +122.3% | +80.4% | +42.0% | +112.0% |
| 5Y | +109.7% | +27.0% | +82.7% | +103.5% |
| 10Y | +168.4% | +412.9% | -244.5% | +133.5% |
| All | +239.3% | +367.3% | -127.9% | +172.0% |
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