+183.2%
SLV vs CNP
+142.1%
+41.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +0.9% | +0.5% |
| 7D | -1.1% | -0.1% | -1.0% | -1.1% |
| 30D | -14.2% | +5.0% | -19.2% | -15.1% |
| 3M | -20.3% | +2.7% | -23.0% | -20.9% |
| 6M | -40.2% | -1.9% | -38.3% | -40.2% |
| YTD | -27.6% | +8.8% | -36.3% | -29.2% |
| 1Y | +0.4% | +5.6% | -5.2% | -1.3% |
| 3Y | +129.4% | +63.2% | +66.1% | +104.2% |
| 5Y | +99.8% | +73.8% | +26.0% | +75.6% |
| 10Y | +183.2% | +144.0% | +39.2% | +115.0% |
| All | +183.2% | +142.1% | +41.1% | +115.0% |
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