+333.1%
SLV vs CCJ
+212.5%
+120.6%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.2% |
| 7D | -0.3% | +0.7% | -1.1% | -0.5% |
| 30D | +6.7% | +6.9% | -0.2% | +4.9% |
| 3M | -10.7% | -11.6% | +1.0% | -8.1% |
| 6M | -20.6% | -16.2% | -4.4% | -17.4% |
| YTD | -7.1% | +10.1% | -17.3% | -8.4% |
| 1Y | +62.0% | +32.3% | +29.7% | +51.8% |
| 3Y | +169.8% | +171.3% | -1.5% | +107.7% |
| 5Y | +161.5% | +372.4% | -210.9% | +68.1% |
| 10Y | +224.4% | +1,070.0% | -845.6% | +48.3% |
| All | +333.1% | +212.5% | +120.6% | +138.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling