+7.6%
SLV vs CMS
-1.6%
+9.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.0% | -0.5% |
| 7D | +5.1% | -1.3% | +6.4% | +4.8% |
| 30D | -12.9% | +6.3% | -19.2% | -12.0% |
| 3M | -16.1% | -2.1% | -14.0% | -16.5% |
| 6M | -33.2% | -5.1% | -28.1% | -33.4% |
| YTD | -27.2% | +1.3% | -28.5% | -24.7% |
| 1Y | +7.6% | -1.4% | +9.0% | +11.8% |
| All | +7.6% | -1.6% | +9.2% | +11.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling