+165.7%
SLV vs CNH
+11.5%
+154.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.0% | -5.3% | -2.0% |
| 7D | -0.3% | +23.3% | -23.6% | -4.7% |
| 30D | +6.7% | +33.5% | -26.8% | +0.2% |
| 3M | -10.7% | +32.7% | -43.4% | -16.3% |
| 6M | -20.6% | +22.2% | -42.8% | -24.6% |
| YTD | -7.1% | +57.7% | -64.8% | -16.0% |
| 1Y | +62.0% | +28.0% | +34.0% | +51.7% |
| 3Y | +169.8% | +11.5% | +158.3% | +153.8% |
| All | +165.7% | +11.5% | +154.3% | +142.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling