+99.7%
CDE vs SLV
+90.3%
+9.4%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.2% | 0.0% | +0.4% |
| 7D | -9.6% | -5.8% | -3.8% | -2.7% |
| 30D | -6.7% | -12.1% | +5.5% | +9.3% |
| 3M | -24.2% | -24.1% | -0.1% | +6.0% |
| 6M | -29.1% | -44.4% | +15.3% | +44.4% |
| YTD | -21.5% | -31.5% | +10.0% | -4.5% |
| 1Y | -7.4% | -6.9% | -0.4% | -34.3% |
| 3Y | +596.3% | +116.0% | +480.3% | +32.1% |
| All | +99.7% | +90.3% | +9.4% | -50.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling