+106.9%
SLV vs CCI
-37.1%
+144.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.6% | +2.5% | +0.4% |
| 7D | +5.1% | -0.1% | +5.2% | +5.1% |
| 30D | -12.9% | +28.4% | -41.3% | -17.5% |
| 3M | -16.1% | +20.0% | -36.1% | -19.4% |
| 6M | -33.2% | +0.8% | -33.9% | -33.6% |
| YTD | -27.2% | +3.6% | -30.8% | -28.4% |
| 1Y | +7.6% | +6.1% | +1.5% | +5.4% |
| 3Y | +122.3% | +7.2% | +115.1% | +113.9% |
| All | +106.9% | -37.1% | +144.1% | +123.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling