-20.6%
SLV vs CAH
+9.7%
-30.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -1.3% |
| 7D | -0.3% | +5.4% | -5.7% | +0.6% |
| 30D | +6.7% | +3.3% | +3.4% | +7.4% |
| 3M | -10.7% | +22.8% | -33.5% | -7.8% |
| 6M | -20.6% | +11.3% | -31.9% | -4.5% |
| All | -20.6% | +9.7% | -30.3% | -4.5% |
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