+165.4%
SLV vs CEG
+717.5%
-552.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | +2.5% | +6.7% | -4.2% | +1.4% |
| 30D | +3.3% | +11.0% | -7.7% | +1.6% |
| 3M | -3.6% | +19.5% | -23.1% | -6.3% |
| 6M | -21.8% | -5.9% | -16.0% | -21.6% |
| YTD | -7.8% | -15.0% | +7.1% | -6.7% |
| 1Y | +58.3% | +0.6% | +57.6% | +56.3% |
| 3Y | +182.6% | +180.6% | +2.0% | +128.2% |
| All | +165.4% | +717.5% | -552.1% | +97.4% |
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