+333.1%
SLV vs CNP
+631.8%
-298.7%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -1.0% |
| 7D | -0.3% | +1.1% | -1.4% | -0.6% |
| 30D | +6.7% | -1.8% | +8.5% | +7.0% |
| 3M | -10.7% | -4.6% | -6.0% | -10.1% |
| 6M | -20.6% | -8.8% | -11.8% | -19.3% |
| YTD | -7.1% | +5.2% | -12.4% | -8.6% |
| 1Y | +62.0% | +8.3% | +53.7% | +58.4% |
| 3Y | +169.8% | +54.9% | +114.9% | +142.4% |
| 5Y | +161.5% | +73.5% | +87.9% | +128.6% |
| 10Y | +224.4% | +139.1% | +85.3% | +152.1% |
| All | +333.1% | +631.8% | -298.7% | +161.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling