+235.3%
SLV vs CAG
-35.6%
+270.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.0% | +3.3% | +2.3% |
| 7D | +2.8% | -6.6% | +9.4% | +2.9% |
| 30D | +2.2% | +2.3% | -0.1% | +2.2% |
| 3M | +2.9% | +16.3% | -13.4% | +2.6% |
| 6M | -22.4% | -16.0% | -6.4% | -22.1% |
| YTD | -5.7% | -7.7% | +2.0% | -5.5% |
| 1Y | +63.3% | -16.0% | +79.4% | +63.9% |
| 3Y | +189.0% | -37.7% | +226.7% | +190.6% |
| 5Y | +172.7% | -41.2% | +213.9% | +175.2% |
| 10Y | +235.3% | -33.8% | +269.1% | +244.5% |
| All | +235.3% | -35.6% | +270.9% | +244.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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