+333.1%
SLV vs CAH
+699.6%
-366.5%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -1.2% |
| 7D | -0.3% | +5.4% | -5.7% | -0.8% |
| 30D | +6.7% | +3.3% | +3.4% | +6.4% |
| 3M | -10.7% | +22.8% | -33.5% | -12.4% |
| 6M | -20.6% | +11.3% | -31.9% | -21.4% |
| YTD | -7.1% | +21.1% | -28.3% | -9.0% |
| 1Y | +62.0% | +67.2% | -5.3% | +53.4% |
| 3Y | +169.8% | +195.6% | -25.8% | +139.5% |
| 5Y | +161.5% | +413.8% | -252.4% | +117.4% |
| 10Y | +224.4% | +309.6% | -85.2% | +169.8% |
| All | +333.1% | +699.6% | -366.5% | +165.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling