+120.9%
SLV vs CNH
+30.2%
+90.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.2% | +0.9% | -2.5% |
| 7D | -3.9% | +6.4% | -10.3% | -5.0% |
| 30D | -15.6% | -1.6% | -14.0% | -15.5% |
| 3M | -23.6% | +11.6% | -35.2% | -25.8% |
| 6M | -42.6% | +12.5% | -55.1% | -44.6% |
| YTD | -30.0% | +31.1% | -61.0% | -34.2% |
| 1Y | -6.6% | +17.0% | -23.6% | -10.9% |
| All | +120.9% | +30.2% | +90.7% | +93.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling