+237.7%
SLV vs CDNS
+1,650.5%
-1,412.7%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.5% |
| 7D | -1.1% | -0.1% | -1.0% | -1.1% |
| 30D | -14.2% | -5.5% | -8.7% | -13.5% |
| 3M | -20.3% | +0.5% | -20.9% | -20.5% |
| 6M | -40.2% | -9.6% | -30.6% | -39.5% |
| YTD | -27.6% | +5.3% | -32.9% | -28.4% |
| 1Y | +0.4% | +3.4% | -2.9% | -0.5% |
| 3Y | +129.4% | +25.9% | +103.5% | +117.9% |
| 5Y | +99.8% | +85.8% | +14.0% | +78.1% |
| 10Y | +183.2% | +1,199.9% | -1,016.6% | +95.9% |
| All | +237.7% | +1,650.5% | -1,412.7% | +104.4% |
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