+252.1%
SLV vs CFG
+396.4%
-144.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | -0.3% | +1.5% | -1.9% | -0.4% |
| 30D | +6.7% | -3.8% | +10.5% | +6.9% |
| 3M | -10.7% | +11.5% | -22.2% | -11.2% |
| 6M | -20.6% | +19.2% | -39.8% | -21.4% |
| YTD | -7.1% | +23.7% | -30.8% | -8.2% |
| 1Y | +62.0% | +38.8% | +23.1% | +59.3% |
| 3Y | +169.8% | +178.9% | -9.1% | +156.9% |
| 5Y | +161.5% | +101.8% | +59.7% | +150.4% |
| 10Y | +224.4% | +317.3% | -92.9% | +210.4% |
| All | +252.1% | +396.4% | -144.3% | +246.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling