+237.7%
SLV vs CAG
+76.6%
+161.1%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.4% | +2.7% | +0.5% |
| 7D | -1.1% | -1.8% | +0.7% | -1.0% |
| 30D | -14.2% | +9.7% | -23.8% | -14.8% |
| 3M | -20.3% | +0.5% | -20.8% | -20.4% |
| 6M | -40.2% | +8.9% | -49.1% | -40.7% |
| YTD | -27.6% | -8.4% | -19.2% | -27.3% |
| 1Y | +0.4% | -8.3% | +8.7% | +0.9% |
| 3Y | +129.4% | -36.1% | +165.5% | +135.1% |
| 5Y | +99.8% | -40.1% | +139.9% | +105.5% |
| 10Y | +183.2% | -36.9% | +220.1% | +186.1% |
| All | +237.7% | +76.6% | +161.1% | +124.9% |
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