-79.9%
CDE vs SLV
+242.1%
-322.0%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.2% | 0.0% | +0.4% |
| 7D | -9.6% | -5.8% | -3.8% | -2.6% |
| 30D | -6.7% | -12.1% | +5.5% | +9.4% |
| 3M | -24.2% | -24.1% | -0.1% | +6.3% |
| 6M | -29.1% | -44.4% | +15.3% | +45.5% |
| YTD | -21.5% | -31.5% | +10.0% | +7.0% |
| 1Y | -7.4% | -6.9% | -0.4% | -16.7% |
| 3Y | +596.3% | +116.0% | +480.3% | +141.0% |
| 5Y | +95.7% | +88.4% | +7.3% | -12.5% |
| 10Y | +53.0% | +167.9% | -115.0% | -46.1% |
| All | -79.9% | +242.1% | -322.0% | -94.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling