+175.8%
SLV vs CAH
+418.0%
-242.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.1% | -3.3% | -2.2% |
| 7D | -5.8% | +3.5% | -9.3% | -6.0% |
| 30D | -12.1% | +13.5% | -25.6% | -12.6% |
| 3M | -24.1% | +21.8% | -46.0% | -24.7% |
| 6M | -44.4% | +51.5% | -95.9% | -45.4% |
| YTD | -31.5% | +38.1% | -69.6% | -32.5% |
| 1Y | -6.9% | +37.7% | -44.6% | -8.2% |
| 3Y | +116.0% | +179.6% | -63.6% | +103.0% |
| 5Y | +88.4% | +504.9% | -416.5% | +67.4% |
| All | +175.8% | +418.0% | -242.2% | +144.6% |
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