+167.4%
SLV vs CEG
+717.3%
-549.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.9% | -6.1% | -2.0% |
| 7D | -0.3% | +8.0% | -8.4% | -1.6% |
| 30D | +6.7% | +12.9% | -6.2% | +4.7% |
| 3M | -10.7% | +13.2% | -23.9% | -12.5% |
| 6M | -20.6% | -7.0% | -13.6% | -20.3% |
| YTD | -7.1% | -15.0% | +7.9% | -5.9% |
| 1Y | +62.0% | -2.7% | +64.7% | +60.7% |
| 3Y | +169.8% | +184.1% | -14.2% | +117.4% |
| All | +167.4% | +717.3% | -549.9% | +98.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling