+239.3%
SLV vs CDNS
+1,600.8%
-1,361.5%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.7% | -2.9% | -0.5% |
| 7D | +5.1% | -2.4% | +7.5% | +5.4% |
| 30D | -12.9% | -10.2% | -2.7% | -11.6% |
| 3M | -16.1% | -5.5% | -10.6% | -15.5% |
| 6M | -33.2% | -9.9% | -23.3% | -32.3% |
| YTD | -27.2% | +2.3% | -29.6% | -27.8% |
| 1Y | +7.6% | -1.4% | +9.0% | +7.3% |
| 3Y | +122.3% | +28.1% | +94.3% | +110.9% |
| 5Y | +109.7% | +79.7% | +30.0% | +87.8% |
| 10Y | +168.4% | +1,183.3% | -1,014.8% | +86.0% |
| All | +239.3% | +1,600.8% | -1,361.5% | +106.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CDNS.
Daily Out/Under-Performance
Portfolio return minus CDNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDNS 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 CDNS 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