+101.7%
SLV vs CEG
+672.0%
-570.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.8% | -6.1% | -3.7% |
| 7D | -3.9% | +17.8% | -21.7% | -6.4% |
| 30D | -15.6% | -4.5% | -11.1% | -15.2% |
| 3M | -23.6% | +1.5% | -25.1% | -24.1% |
| 6M | -42.6% | -3.5% | -39.0% | -42.6% |
| YTD | -30.0% | -19.7% | -10.3% | -28.7% |
| 1Y | -6.6% | -19.8% | +13.2% | -5.1% |
| 3Y | +121.8% | +136.4% | -14.6% | +84.2% |
| All | +101.7% | +672.0% | -570.3% | +50.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CEG.
Daily Out/Under-Performance
Portfolio return minus CEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CEG 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 10y: compounded portfolio wealth divided by compounded CEG 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…
10y analysis · Full analysis span regression · 6 months rolling