+333.1%
SLV vs CDNS
+1,456.1%
-1,123.0%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.0% | +2.8% | -0.6% |
| 7D | -0.3% | -14.0% | +13.7% | +1.8% |
| 30D | +6.7% | -13.2% | +19.9% | +8.8% |
| 3M | -10.7% | -28.9% | +18.2% | -6.4% |
| 6M | -20.6% | -4.2% | -16.4% | -20.3% |
| YTD | -7.1% | -6.4% | -0.8% | -6.6% |
| 1Y | +62.0% | -16.2% | +78.2% | +65.0% |
| 3Y | +169.8% | +20.2% | +149.6% | +158.2% |
| 5Y | +161.5% | +76.6% | +84.8% | +134.9% |
| 10Y | +224.4% | +1,029.7% | -805.3% | +128.9% |
| All | +333.1% | +1,456.1% | -1,123.0% | +166.7% |
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