+63.3%
SLV vs CCI
-16.2%
+79.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.0% | +3.3% | +2.5% |
| 7D | +2.8% | -0.3% | +3.1% | +2.9% |
| 30D | +2.2% | +2.1% | +0.1% | +1.6% |
| 3M | +2.9% | -17.8% | +20.7% | +9.6% |
| 6M | -22.4% | -14.2% | -8.2% | -18.2% |
| YTD | -5.7% | -13.3% | +7.6% | -4.5% |
| 1Y | +63.3% | -16.6% | +79.9% | +68.2% |
| All | +63.3% | -16.2% | +79.6% | +68.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CCI.
Daily Out/Under-Performance
Portfolio return minus CCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCI 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 1y: compounded portfolio wealth divided by compounded CCI 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…
1y analysis · Full analysis span regression · 6 months rolling