+10.3%
SLV vs CDW
+13.2%
-2.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +12.7% | -7.5% | +5.7% |
| 7D | -3.9% | +3.7% | -7.6% | -3.9% |
| 30D | -14.5% | +26.0% | -40.5% | -13.0% |
| 3M | -12.4% | +10.1% | -22.5% | -12.2% |
| 6M | -28.5% | +26.1% | -54.5% | -25.6% |
| YTD | -26.8% | +25.9% | -52.7% | -20.1% |
| 1Y | +10.3% | +21.5% | -11.2% | +23.5% |
| All | +10.3% | +13.2% | -2.8% | +23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 1y: compounded portfolio wealth divided by compounded CDW 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…
1y analysis · Full analysis span regression · 6 months rolling