+239.3%
SLV vs CCI
+351.0%
-111.7%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -17.4% |
| 3M | -16.1% | +20.0% | -36.1% | -19.3% |
| 6M | -33.2% | +0.8% | -33.9% | -33.7% |
| YTD | -27.2% | +3.6% | -30.8% | -28.4% |
| 1Y | +7.6% | +6.1% | +1.5% | +5.5% |
| 3Y | +122.3% | +7.2% | +115.1% | +114.9% |
| 5Y | +109.7% | -37.0% | +146.7% | +122.9% |
| 10Y | +168.4% | +54.2% | +114.3% | +133.6% |
| All | +239.3% | +351.0% | -111.7% | +103.7% |
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