+171.1%
SLV vs CMS
+125.4%
+45.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.0% | +0.2% |
| 7D | +5.1% | -1.3% | +6.4% | +5.3% |
| 30D | -12.9% | +6.3% | -19.2% | -13.9% |
| 3M | -16.1% | -2.1% | -14.0% | -15.9% |
| 6M | -33.2% | -5.1% | -28.1% | -32.8% |
| YTD | -27.2% | +1.3% | -28.5% | -27.8% |
| 1Y | +7.6% | -1.4% | +9.0% | +7.4% |
| 3Y | +122.3% | +36.9% | +85.4% | +106.3% |
| 5Y | +109.7% | +32.5% | +77.2% | +95.9% |
| All | +171.1% | +125.4% | +45.6% | +143.2% |
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