+122.6%
SLV vs CART
+111.7%
+10.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.9% | -0.3% |
| 7D | -0.7% | +1.2% | -1.9% | -0.8% |
| 30D | -15.4% | +27.1% | -42.5% | -16.7% |
| 3M | -16.3% | +27.4% | -43.7% | -17.7% |
| 6M | -28.8% | +32.1% | -60.9% | -30.3% |
| YTD | -27.1% | +28.5% | -55.6% | -28.8% |
| 1Y | +7.5% | +58.8% | -51.3% | +3.4% |
| All | +122.6% | +111.7% | +10.9% | +104.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling