+175.9%
SLV vs CFG
+347.0%
-171.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | -0.1% |
| 7D | +5.1% | -0.9% | +6.0% | +5.1% |
| 30D | -12.9% | +1.1% | -14.0% | -13.0% |
| 3M | -16.1% | -12.0% | -4.1% | -15.5% |
| 6M | -33.2% | -2.2% | -30.9% | -33.1% |
| YTD | -27.2% | +11.4% | -38.7% | -27.7% |
| 1Y | +7.6% | +27.8% | -20.2% | +6.3% |
| 3Y | +122.3% | +173.3% | -51.0% | +112.3% |
| 5Y | +109.7% | +62.4% | +47.3% | +102.6% |
| 10Y | +168.4% | +249.6% | -81.1% | +156.5% |
| All | +175.9% | +347.0% | -171.1% | +173.2% |
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 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