+239.8%
SLV vs CMS
+899.6%
-659.8%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | -0.7% | +1.7% | -2.4% | -1.1% |
| 30D | -15.4% | +8.6% | -24.0% | -16.9% |
| 3M | -16.3% | -0.5% | -15.8% | -16.3% |
| 6M | -28.8% | -4.2% | -24.6% | -28.4% |
| YTD | -27.1% | +3.4% | -30.6% | -28.1% |
| 1Y | +7.5% | +0.4% | +7.1% | +6.8% |
| 3Y | +121.2% | +38.2% | +82.9% | +103.4% |
| 5Y | +110.0% | +35.4% | +74.6% | +93.2% |
| 10Y | +168.8% | +131.7% | +37.1% | +114.6% |
| All | +239.8% | +899.6% | -659.8% | +67.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling