+248.5%
SLV vs CCJ
+133.8%
+114.8%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +5.7% | -3.0% | +1.3% |
| 7D | +5.6% | +2.7% | +2.9% | +4.9% |
| 30D | -12.1% | -14.4% | +2.3% | -8.8% |
| 3M | -16.3% | -22.6% | +6.3% | -11.1% |
| 6M | -34.1% | -35.4% | +1.4% | -26.9% |
| YTD | -25.3% | -17.6% | -7.7% | -21.0% |
| 1Y | +9.6% | -18.1% | +27.8% | +15.8% |
| 3Y | +132.7% | +79.6% | +53.1% | +97.9% |
| 5Y | +113.7% | +175.3% | -61.6% | +57.4% |
| 10Y | +175.9% | +844.8% | -668.9% | +32.6% |
| All | +248.5% | +133.8% | +114.8% | +105.4% |
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