+175.9%
SLV vs CNP
+142.6%
+33.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.4% | +2.3% | +2.6% |
| 7D | +5.6% | -4.3% | +10.0% | +6.5% |
| 30D | -12.1% | +5.7% | -17.8% | -13.2% |
| 3M | -16.3% | +0.9% | -17.2% | -16.6% |
| 6M | -34.1% | -1.1% | -33.0% | -34.2% |
| YTD | -25.3% | +8.3% | -33.5% | -26.9% |
| 1Y | +9.6% | +5.9% | +3.7% | +7.7% |
| 3Y | +132.7% | +64.6% | +68.0% | +106.7% |
| 5Y | +113.7% | +74.6% | +39.1% | +87.5% |
| 10Y | +175.9% | +139.8% | +36.0% | +97.8% |
| All | +175.9% | +142.6% | +33.3% | +97.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 CNP 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