+122.3%
SLV vs CMS
+35.4%
+87.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.0% | 0.0% |
| 7D | +5.1% | -1.3% | +6.4% | +5.2% |
| 30D | -12.9% | +6.3% | -19.2% | -13.3% |
| 3M | -16.1% | -2.1% | -14.0% | -16.0% |
| 6M | -33.2% | -5.1% | -28.1% | -33.0% |
| YTD | -27.2% | +1.3% | -28.5% | -27.6% |
| 1Y | +7.6% | -1.4% | +9.0% | +7.6% |
| 3Y | +122.3% | +36.9% | +85.4% | +96.0% |
| All | +122.3% | +35.4% | +87.0% | +96.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling