+56.1%
CDE vs SLV
+224.3%
-168.2%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | +0.1% | -0.2% |
| 7D | -3.1% | -2.8% | -0.3% | +0.4% |
| 30D | +9.5% | -1.6% | +11.1% | +11.8% |
| 3M | +25.5% | -4.4% | +29.9% | +34.2% |
| 6M | -7.9% | -25.4% | +17.5% | +35.8% |
| YTD | +15.6% | -9.8% | +25.3% | +3.2% |
| 1Y | +34.0% | +53.8% | -19.7% | -49.4% |
| 3Y | +791.9% | +174.7% | +617.2% | +46.2% |
| 5Y | +197.7% | +164.3% | +33.4% | -44.3% |
| All | +56.1% | +224.3% | -168.2% | -76.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SLV.
Daily Out/Under-Performance
Portfolio return minus SLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SLV 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 SLV 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