+175.8%
SLV vs CMS
+140.2%
+35.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.7% | -3.9% | -2.5% |
| 7D | -5.8% | +1.7% | -7.6% | -6.1% |
| 30D | -12.1% | +6.2% | -18.3% | -13.1% |
| 3M | -24.1% | +0.6% | -24.8% | -24.3% |
| 6M | -44.4% | -1.8% | -42.6% | -44.4% |
| YTD | -31.5% | +3.8% | -35.3% | -32.3% |
| 1Y | -6.9% | -1.8% | -5.2% | -7.0% |
| 3Y | +116.0% | +39.8% | +76.2% | +99.6% |
| 5Y | +88.4% | +37.1% | +51.3% | +74.9% |
| All | +175.8% | +140.2% | +35.6% | +135.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 10y: compounded portfolio wealth divided by compounded CMS 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…
10y analysis · Full analysis span regression · 6 months rolling