+175.9%
SLV vs CFG
+248.3%
-72.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.9% | -0.2% | +2.5% |
| 7D | +5.6% | +0.3% | +5.4% | +5.6% |
| 30D | -12.1% | +3.2% | -15.3% | -12.3% |
| 3M | -16.3% | -9.7% | -6.6% | -15.7% |
| 6M | -34.1% | +3.6% | -37.7% | -34.3% |
| YTD | -25.3% | +14.7% | -40.0% | -26.0% |
| 1Y | +9.6% | +29.6% | -20.0% | +7.7% |
| 3Y | +132.7% | +190.6% | -57.9% | +117.4% |
| 5Y | +113.7% | +67.1% | +46.6% | +103.8% |
| 10Y | +175.9% | +237.0% | -61.1% | +169.2% |
| All | +175.9% | +248.3% | -72.4% | +169.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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