+216.5%
SLV vs CAH
+297.3%
-80.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.7% | -3.6% | -5.2% |
| 7D | -5.0% | -5.1% | 0.0% | -4.8% |
| 30D | -1.8% | -1.8% | 0.0% | -1.7% |
| 3M | -0.3% | +9.4% | -9.6% | -0.7% |
| 6M | -28.2% | +9.2% | -37.5% | -28.5% |
| YTD | -10.7% | +15.7% | -26.4% | -11.4% |
| 1Y | +53.7% | +59.7% | -6.0% | +49.6% |
| 3Y | +173.7% | +178.5% | -4.8% | +156.2% |
| 5Y | +161.5% | +398.3% | -236.8% | +134.8% |
| All | +216.5% | +297.3% | -80.8% | +184.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded CAH 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling