+120.4%
SLV vs CART
+38.4%
+82.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.2% |
| 7D | +5.1% | +3.0% | +2.1% | +4.9% |
| 30D | -12.9% | +28.6% | -41.5% | -14.4% |
| 3M | -16.1% | +29.1% | -45.1% | -17.6% |
| 6M | -33.2% | +44.7% | -77.9% | -35.0% |
| YTD | -27.2% | +29.2% | -56.5% | -29.0% |
| 1Y | +7.6% | +66.2% | -58.5% | +3.2% |
| 3Y | +122.3% | +112.8% | +9.5% | +104.4% |
| All | +120.4% | +38.4% | +82.0% | +105.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling