+146.7%
SLV vs CPNG
-75.9%
+222.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -1.1% |
| 7D | -0.3% | -7.4% | +7.1% | +0.3% |
| 30D | +6.7% | -4.4% | +11.1% | +7.1% |
| 3M | -10.7% | -7.5% | -3.2% | -10.3% |
| 6M | -20.6% | -19.9% | -0.7% | -19.5% |
| YTD | -7.1% | -35.2% | +28.0% | -4.6% |
| 1Y | +62.0% | -46.8% | +108.8% | +68.3% |
| 3Y | +169.8% | -20.2% | +190.0% | +172.1% |
| 5Y | +161.5% | -48.4% | +209.9% | +160.1% |
| All | +146.7% | -75.9% | +222.6% | +138.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling