+333.1%
SLV vs CMS
+868.2%
-535.1%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.2% |
| 7D | -0.3% | +0.4% | -0.7% | -0.4% |
| 30D | +6.7% | -3.6% | +10.3% | +7.4% |
| 3M | -10.7% | -1.9% | -8.8% | -10.6% |
| 6M | -20.6% | -11.0% | -9.6% | -18.9% |
| YTD | -7.1% | +0.2% | -7.3% | -7.6% |
| 1Y | +62.0% | -1.3% | +63.3% | +61.6% |
| 3Y | +169.8% | +35.9% | +133.9% | +149.0% |
| 5Y | +161.5% | +23.1% | +138.4% | +145.5% |
| 10Y | +224.4% | +117.9% | +106.5% | +162.8% |
| All | +333.1% | +868.2% | -535.1% | +114.8% |
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 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