+164.7%
SLV vs CFG
+230.2%
-65.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.4% | -3.0% | -3.4% |
| 7D | +3.7% | +0.7% | +3.0% | +3.6% |
| 30D | -15.2% | +2.8% | -17.9% | -15.3% |
| 3M | -21.8% | -10.1% | -11.7% | -21.2% |
| 6M | -36.3% | +3.2% | -39.5% | -36.5% |
| YTD | -27.8% | +14.2% | -42.0% | -28.5% |
| 1Y | +1.5% | +27.4% | -25.9% | -0.1% |
| 3Y | +128.5% | +187.6% | -59.1% | +113.6% |
| 5Y | +103.2% | +65.7% | +37.5% | +93.9% |
| 10Y | +164.7% | +219.7% | -55.0% | +164.8% |
| All | +164.7% | +230.2% | -65.5% | +164.8% |
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