+333.1%
SLV vs CMI
+3,109.0%
-2,775.9%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.8% | -4.0% | -1.7% |
| 7D | -0.3% | -0.7% | +0.4% | -0.2% |
| 30D | +6.7% | -13.4% | +20.1% | +9.5% |
| 3M | -10.7% | -17.0% | +6.3% | -7.8% |
| 6M | -20.6% | -1.6% | -19.0% | -20.5% |
| YTD | -7.1% | +11.0% | -18.1% | -8.4% |
| 1Y | +62.0% | +41.9% | +20.1% | +53.4% |
| 3Y | +169.8% | +151.8% | +18.0% | +131.2% |
| 5Y | +161.5% | +163.6% | -2.1% | +120.2% |
| 10Y | +224.4% | +472.9% | -248.5% | +134.6% |
| All | +333.1% | +3,109.0% | -2,775.9% | +69.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling