+333.1%
SLV vs CAG
+82.2%
+250.9%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -1.1% |
| 7D | -0.3% | -3.8% | +3.5% | -0.1% |
| 30D | +6.7% | +3.1% | +3.6% | +6.4% |
| 3M | -10.7% | +23.5% | -34.2% | -12.2% |
| 6M | -20.6% | -14.8% | -5.8% | -19.7% |
| YTD | -7.1% | -5.4% | -1.7% | -6.9% |
| 1Y | +62.0% | -11.8% | +73.8% | +63.1% |
| 3Y | +169.8% | -36.7% | +206.5% | +177.1% |
| 5Y | +161.5% | -40.3% | +201.7% | +169.2% |
| 10Y | +224.4% | -37.0% | +261.4% | +228.3% |
| All | +333.1% | +82.2% | +250.9% | +187.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling