+182.0%
SLV vs CAH
+412.5%
-230.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.2% | -3.5% | -3.3% |
| 7D | -3.9% | +3.9% | -7.7% | -4.0% |
| 30D | -15.6% | +16.0% | -31.7% | -16.1% |
| 3M | -23.6% | +19.1% | -42.7% | -24.1% |
| 6M | -42.6% | +53.0% | -95.6% | -43.6% |
| YTD | -30.0% | +36.6% | -66.6% | -30.9% |
| 1Y | -6.6% | +37.4% | -44.0% | -7.9% |
| 3Y | +121.8% | +178.8% | -57.0% | +108.4% |
| 5Y | +92.7% | +498.6% | -405.9% | +71.2% |
| All | +182.0% | +412.5% | -230.5% | +150.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling