+116.0%
SLV vs CMI
+121.3%
-5.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.5% | -1.9% |
| 7D | -5.8% | +0.5% | -6.3% | -6.0% |
| 30D | -12.1% | -14.0% | +1.9% | -6.8% |
| 3M | -24.1% | -28.1% | +4.0% | -13.8% |
| 6M | -44.4% | -35.8% | -8.5% | -34.3% |
| YTD | -31.5% | -10.5% | -21.0% | -26.7% |
| 1Y | -6.9% | -1.9% | -5.1% | -2.3% |
| 3Y | +116.0% | +121.0% | -5.0% | +85.4% |
| All | +116.0% | +121.3% | -5.3% | +85.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 CMI 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