+106.9%
SLV vs CMS
+32.6%
+74.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.0% | +0.3% |
| 7D | +5.1% | -1.3% | +6.4% | +5.4% |
| 30D | -12.9% | +6.3% | -19.2% | -14.1% |
| 3M | -16.1% | -2.1% | -14.0% | -15.8% |
| 6M | -33.2% | -5.1% | -28.1% | -32.7% |
| YTD | -27.2% | +1.3% | -28.5% | -28.0% |
| 1Y | +7.6% | -1.4% | +9.0% | +7.2% |
| 3Y | +122.3% | +36.9% | +85.4% | +96.4% |
| All | +106.9% | +32.6% | +74.4% | +90.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling