+35.6%
SLV vs CAI
-11.3%
+46.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.2% | -1.1% | -3.0% |
| 7D | -3.9% | -8.0% | +4.1% | -3.0% |
| 30D | -15.6% | -18.9% | +3.2% | -14.1% |
| 3M | -23.6% | +7.6% | -31.2% | -24.9% |
| 6M | -42.6% | +43.0% | -85.5% | -45.5% |
| YTD | -30.0% | -11.2% | -18.8% | -31.1% |
| 1Y | -6.6% | -3.3% | -3.4% | -8.2% |
| All | +35.6% | -11.3% | +46.9% | +34.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling