+103.2%
SLV vs CAG
-39.8%
+143.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.7% | -2.8% | -3.4% |
| 7D | +3.7% | +6.6% | -3.0% | +3.5% |
| 30D | -15.2% | +13.9% | -29.1% | -15.4% |
| 3M | -21.8% | +4.0% | -25.8% | -21.8% |
| 6M | -36.3% | +10.0% | -46.3% | -36.3% |
| YTD | -27.8% | -6.1% | -21.7% | -27.3% |
| 1Y | +1.5% | -4.3% | +5.8% | +2.3% |
| 3Y | +128.5% | -34.6% | +163.1% | +129.0% |
| 5Y | +103.2% | -39.4% | +142.7% | +108.5% |
| All | +103.2% | -39.8% | +143.0% | +108.5% |
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 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