+122.3%
SLV vs CFG
+168.6%
-46.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | 0.0% |
| 7D | +5.1% | -0.9% | +6.0% | +5.3% |
| 30D | -12.9% | +1.1% | -14.0% | -13.0% |
| 3M | -16.1% | -12.0% | -4.1% | -14.6% |
| 6M | -33.2% | -2.2% | -30.9% | -33.1% |
| YTD | -27.2% | +11.4% | -38.7% | -28.6% |
| 1Y | +7.6% | +27.8% | -20.2% | +4.0% |
| 3Y | +122.3% | +173.3% | -51.0% | +81.5% |
| All | +122.3% | +168.6% | -46.3% | +81.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling