+132.7%
SLV vs CCJ
+85.2%
+47.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +5.7% | -3.0% | +0.8% |
| 7D | +5.6% | +2.7% | +2.9% | +4.6% |
| 30D | -12.1% | -14.4% | +2.3% | -7.5% |
| 3M | -16.3% | -22.6% | +6.3% | -9.0% |
| 6M | -34.1% | -35.4% | +1.4% | -24.3% |
| YTD | -25.3% | -17.6% | -7.7% | -17.3% |
| 1Y | +9.6% | -18.1% | +27.8% | +21.1% |
| 3Y | +132.7% | +79.6% | +53.1% | +117.7% |
| All | +132.7% | +85.2% | +47.5% | +117.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CCJ.
Daily Out/Under-Performance
Portfolio return minus CCJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCJ 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 3y: compounded portfolio wealth divided by compounded CCJ 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…
3y analysis · Full analysis span regression · 6 months rolling