+109.5%
SLV vs CEG
+583.3%
-473.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.3% | -4.4% | -0.8% |
| 7D | +5.1% | -4.7% | +9.8% | +5.7% |
| 30D | -12.9% | -16.6% | +3.7% | -10.5% |
| 3M | -16.1% | -4.1% | -12.0% | -15.8% |
| 6M | -33.2% | -22.3% | -10.8% | -31.0% |
| YTD | -27.2% | -28.9% | +1.7% | -24.4% |
| 1Y | +7.6% | -28.5% | +36.1% | +11.5% |
| 3Y | +122.3% | +104.3% | +18.1% | +89.0% |
| All | +109.5% | +583.3% | -473.8% | +59.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling