+333.1%
SLV vs CSGP
+442.6%
-109.5%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.4% | +1.2% | -1.0% |
| 7D | -0.3% | -4.1% | +3.7% | 0.0% |
| 30D | +6.7% | +2.3% | +4.4% | +6.3% |
| 3M | -10.7% | -8.2% | -2.5% | -10.3% |
| 6M | -20.6% | -35.1% | +14.5% | -17.6% |
| YTD | -7.1% | -54.0% | +46.9% | -0.5% |
| 1Y | +62.0% | -65.3% | +127.3% | +78.4% |
| 3Y | +169.8% | -62.6% | +232.4% | +192.2% |
| 5Y | +161.5% | -64.8% | +226.3% | +182.1% |
| 10Y | +224.4% | +45.1% | +179.3% | +200.1% |
| All | +333.1% | +442.6% | -109.5% | +231.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 CSGP 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