+86.1%
SLV vs CPNG
-75.9%
+162.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.4% | +1.1% | -2.9% |
| 7D | -3.9% | -6.9% | +3.0% | -3.2% |
| 30D | -15.6% | +1.1% | -16.8% | -15.7% |
| 3M | -23.6% | -6.3% | -17.3% | -23.2% |
| 6M | -42.6% | -3.8% | -38.7% | -42.5% |
| YTD | -30.0% | -35.2% | +5.2% | -28.1% |
| 1Y | -6.6% | -47.0% | +40.3% | -2.9% |
| 3Y | +121.8% | -0.2% | +122.0% | +121.7% |
| 5Y | +92.7% | -42.5% | +135.1% | +91.9% |
| All | +86.1% | -75.9% | +162.0% | +79.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CPNG.
Daily Out/Under-Performance
Portfolio return minus CPNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPNG 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 CPNG 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