+333.1%
SLV vs CASY
+4,274.6%
-3,941.5%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.2% |
| 7D | -0.3% | +0.1% | -0.4% | -0.3% |
| 30D | +6.7% | -11.3% | +18.0% | +7.4% |
| 3M | -10.7% | -0.6% | -10.0% | -10.9% |
| 6M | -20.6% | +10.7% | -31.3% | -21.3% |
| YTD | -7.1% | +37.1% | -44.3% | -9.0% |
| 1Y | +62.0% | +52.3% | +9.7% | +57.7% |
| 3Y | +169.8% | +215.2% | -45.4% | +151.9% |
| 5Y | +161.5% | +276.5% | -115.0% | +141.6% |
| 10Y | +224.4% | +508.4% | -284.0% | +191.4% |
| All | +333.1% | +4,274.6% | -3,941.5% | +250.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 CASY 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