+89.9%
SLV vs CFG
+61.7%
+28.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.6% | -2.8% | -2.3% |
| 7D | -5.8% | +3.2% | -9.0% | -6.1% |
| 30D | -12.1% | +5.1% | -17.3% | -12.5% |
| 3M | -24.1% | -11.2% | -12.9% | -23.4% |
| 6M | -44.4% | +9.6% | -53.9% | -44.9% |
| YTD | -31.5% | +15.0% | -46.5% | -32.4% |
| 1Y | -6.9% | +29.9% | -36.8% | -8.9% |
| 3Y | +116.0% | +192.1% | -76.1% | +100.6% |
| All | +89.9% | +61.7% | +28.2% | +70.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling