+118.5%
SLV vs CART
+39.2%
+79.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | 0.0% | -3.5% | -3.4% |
| 7D | +3.7% | +0.3% | +3.4% | +3.6% |
| 30D | -15.2% | +22.4% | -37.6% | -16.3% |
| 3M | -21.8% | +15.6% | -37.4% | -22.6% |
| 6M | -36.3% | +44.9% | -81.2% | -38.1% |
| YTD | -27.8% | +30.0% | -57.8% | -29.6% |
| 1Y | +1.5% | +56.6% | -55.1% | -2.3% |
| 3Y | +128.5% | +131.9% | -3.4% | +109.2% |
| All | +118.5% | +39.2% | +79.3% | +103.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 10y: compounded portfolio wealth divided by compounded CART 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…
10y analysis · Full analysis span regression · 6 months rolling