+333.1%
SLV vs CCI
+280.5%
+52.6%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.6% | -0.8% |
| 7D | -0.3% | -0.4% | +0.1% | -0.2% |
| 30D | +6.7% | +2.7% | +4.0% | +6.1% |
| 3M | -10.7% | -18.2% | +7.5% | -7.4% |
| 6M | -20.6% | -14.8% | -5.8% | -18.5% |
| YTD | -7.1% | -12.6% | +5.5% | -5.2% |
| 1Y | +62.0% | -16.7% | +78.7% | +66.9% |
| 3Y | +169.8% | -10.5% | +180.3% | +170.6% |
| 5Y | +161.5% | -51.4% | +212.9% | +193.2% |
| 10Y | +224.4% | +20.0% | +204.4% | +197.6% |
| All | +333.1% | +280.5% | +52.6% | +169.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling