+11.8%
CRM vs SLV
+173.6%
-161.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.9% | +1.9% |
| 7D | -4.4% | -2.8% | -1.6% | -4.3% |
| 30D | +28.1% | -1.6% | +29.7% | +28.3% |
| 3M | +48.8% | -4.4% | +53.3% | +49.3% |
| 6M | +28.3% | -25.4% | +53.7% | +30.6% |
| YTD | -6.0% | -9.8% | +3.8% | -9.0% |
| 1Y | +1.4% | +53.8% | -52.4% | -11.6% |
| 3Y | +11.8% | +174.7% | -162.8% | -12.1% |
| All | +11.8% | +173.6% | -161.8% | -12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SLV.
Daily Out/Under-Performance
Portfolio return minus SLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SLV 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 3y: compounded portfolio wealth divided by compounded SLV 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…
3y analysis · Full analysis span regression · 6 months rolling