+32.6%
SLV vs CAI
-14.7%
+47.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.8% | +1.6% | -1.8% |
| 7D | -5.8% | -8.7% | +2.8% | -4.9% |
| 30D | -12.1% | -23.8% | +11.7% | -9.8% |
| 3M | -24.1% | +3.9% | -28.0% | -25.1% |
| 6M | -44.4% | +56.8% | -101.2% | -47.6% |
| YTD | -31.5% | -14.6% | -16.9% | -32.3% |
| 1Y | -6.9% | -5.2% | -1.8% | -8.1% |
| All | +32.6% | -14.7% | +47.3% | +32.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 3y: compounded portfolio wealth divided by compounded CAI 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…
3y analysis · Full analysis span regression · 6 months rolling