+124.3%
SLV vs CNH
+32.2%
+92.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.8% | -2.9% | -0.5% |
| 7D | +5.1% | -1.7% | +6.8% | +5.3% |
| 30D | -12.9% | -7.2% | -5.7% | -12.1% |
| 3M | -16.1% | +6.5% | -22.6% | -17.2% |
| 6M | -33.2% | +7.9% | -41.0% | -34.4% |
| YTD | -27.2% | +26.6% | -53.8% | -30.1% |
| 1Y | +7.6% | +13.8% | -6.1% | +4.7% |
| 3Y | +122.3% | +9.2% | +113.1% | +114.5% |
| 5Y | +109.7% | -15.6% | +125.3% | +106.1% |
| 10Y | +168.4% | +119.2% | +49.2% | +134.8% |
| All | +124.3% | +32.2% | +92.1% | +95.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling