+186.2%
SLV vs CNH
+64.7%
+121.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.0% | -5.3% | -1.8% |
| 7D | -0.3% | +23.3% | -23.6% | -3.4% |
| 30D | +6.7% | +33.5% | -26.8% | +2.2% |
| 3M | -10.7% | +32.7% | -43.4% | -14.6% |
| 6M | -20.6% | +22.2% | -42.8% | -23.4% |
| YTD | -7.1% | +57.7% | -64.8% | -13.3% |
| 1Y | +62.0% | +28.0% | +34.0% | +55.0% |
| 3Y | +169.8% | +11.5% | +158.3% | +159.1% |
| 5Y | +161.5% | +11.9% | +149.6% | +147.9% |
| 10Y | +224.4% | +162.8% | +61.6% | +176.4% |
| All | +186.2% | +64.7% | +121.6% | +142.8% |
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