+164.7%
SLV vs CMS
+134.3%
+30.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.3% | -3.8% | -3.5% |
| 7D | +3.7% | +0.5% | +3.2% | +3.6% |
| 30D | -15.2% | +7.4% | -22.6% | -16.3% |
| 3M | -21.8% | +1.9% | -23.6% | -22.1% |
| 6M | -36.3% | -2.3% | -34.0% | -36.3% |
| YTD | -27.8% | +3.0% | -30.8% | -28.6% |
| 1Y | +1.5% | -2.8% | +4.3% | +1.6% |
| 3Y | +128.5% | +37.9% | +90.6% | +111.7% |
| 5Y | +103.2% | +34.0% | +69.3% | +89.4% |
| 10Y | +164.7% | +138.1% | +26.6% | +128.0% |
| All | +164.7% | +134.3% | +30.4% | +128.0% |
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