+175.9%
SLV vs CNH
+134.0%
+41.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +10.9% | -8.2% | +1.1% |
| 7D | +5.6% | +8.6% | -2.9% | +4.3% |
| 30D | -12.1% | +12.6% | -24.7% | -13.8% |
| 3M | -16.3% | +17.5% | -33.8% | -18.8% |
| 6M | -34.1% | +18.1% | -52.2% | -36.3% |
| YTD | -25.3% | +40.4% | -65.7% | -29.6% |
| 1Y | +9.6% | +34.0% | -24.4% | +3.8% |
| 3Y | +132.7% | +35.3% | +97.4% | +116.8% |
| 5Y | +113.7% | -5.1% | +118.8% | +105.6% |
| 10Y | +175.9% | +124.0% | +51.8% | +134.9% |
| All | +175.9% | +134.0% | +41.9% | +134.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 10y: compounded portfolio wealth divided by compounded CNH 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…
10y analysis · Full analysis span regression · 6 months rolling