+234.4%
SLV vs CDW
+903.1%
-668.7%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -1.2% |
| 7D | -0.3% | +3.2% | -3.5% | -0.5% |
| 30D | +6.7% | +9.3% | -2.6% | +6.2% |
| 3M | -10.7% | +9.8% | -20.5% | -11.3% |
| 6M | -20.6% | +23.3% | -43.9% | -22.0% |
| YTD | -7.1% | +13.7% | -20.8% | -8.3% |
| 1Y | +62.0% | -6.5% | +68.5% | +62.5% |
| 3Y | +169.8% | -25.2% | +195.1% | +173.9% |
| 5Y | +161.5% | -19.5% | +180.9% | +161.5% |
| 10Y | +224.4% | +285.8% | -61.4% | +207.6% |
| All | +234.4% | +903.1% | -668.7% | +214.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling