+316.3%
SLV vs CGNX
+1,075.4%
-759.1%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.3% | -5.0% | -5.3% |
| 7D | -5.0% | +1.5% | -6.5% | -5.2% |
| 30D | -1.8% | -1.8% | 0.0% | -1.7% |
| 3M | -0.3% | +5.3% | -5.5% | -0.9% |
| 6M | -28.2% | +22.3% | -50.5% | -29.5% |
| YTD | -10.7% | +72.2% | -82.9% | -15.8% |
| 1Y | +53.7% | +39.8% | +13.9% | +47.3% |
| 3Y | +173.7% | +44.8% | +128.9% | +157.6% |
| 5Y | +161.5% | -27.0% | +188.5% | +158.1% |
| 10Y | +217.5% | +177.7% | +39.8% | +170.2% |
| All | +316.3% | +1,075.4% | -759.1% | +173.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 CGNX 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