+169.8%
SLV vs CAG
-39.8%
+209.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -1.2% |
| 7D | -0.3% | -3.8% | +3.5% | -0.3% |
| 30D | +6.7% | +3.1% | +3.6% | +6.6% |
| 3M | -10.7% | +23.5% | -34.2% | -11.1% |
| 6M | -20.6% | -14.8% | -5.8% | -20.1% |
| YTD | -7.1% | -5.4% | -1.7% | -6.5% |
| 1Y | +62.0% | -11.8% | +73.8% | +63.1% |
| 3Y | +169.8% | -36.7% | +206.5% | +170.4% |
| All | +169.8% | -39.8% | +209.6% | +176.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling