+424.5%
SLV vs CARR
+436.5%
-12.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.3% | -0.6% |
| 7D | +2.5% | +3.2% | -0.7% | +2.1% |
| 30D | +3.3% | -7.7% | +10.9% | +4.3% |
| 3M | -3.6% | -11.9% | +8.3% | -2.3% |
| 6M | -21.8% | +2.0% | -23.8% | -22.1% |
| YTD | -7.8% | +13.2% | -21.0% | -8.9% |
| 1Y | +58.3% | -8.5% | +66.8% | +59.4% |
| 3Y | +182.6% | +5.0% | +177.6% | +178.8% |
| 5Y | +167.8% | +12.0% | +155.8% | +158.8% |
| All | +424.5% | +436.5% | -12.0% | +428.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR 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 CARR 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