+241.4%
SLV vs CSGP
+471.9%
-230.4%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +4.0% | +1.2% | +4.8% |
| 7D | -3.9% | +18.3% | -22.2% | -5.3% |
| 30D | -14.5% | +17.8% | -32.2% | -16.0% |
| 3M | -12.4% | +9.3% | -21.7% | -13.5% |
| 6M | -28.5% | -7.9% | -20.6% | -28.5% |
| YTD | -26.8% | -51.5% | +24.8% | -22.2% |
| 1Y | +10.3% | -53.3% | +63.7% | +17.7% |
| 3Y | +122.2% | -57.9% | +180.1% | +137.3% |
| 5Y | +114.4% | -61.3% | +175.7% | +128.6% |
| 10Y | +170.1% | +77.5% | +92.6% | +144.2% |
| All | +241.4% | +471.9% | -230.4% | +159.5% |
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