-42.6%
SLV vs CAH
+52.9%
-95.5%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.2% | -3.5% | -3.2% |
| 7D | -3.9% | +3.9% | -7.7% | -3.2% |
| 30D | -15.6% | +16.0% | -31.7% | -12.4% |
| 3M | -23.6% | +19.1% | -42.7% | -19.9% |
| 6M | -42.6% | +53.0% | -95.6% | -30.8% |
| All | -42.6% | +52.9% | -95.5% | -30.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling