+236.5%
SLV vs CCJ
+126.0%
+110.5%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.3% | -0.1% | -2.6% |
| 7D | +3.7% | +0.4% | +3.2% | +3.5% |
| 30D | -15.2% | -17.2% | +2.1% | -11.2% |
| 3M | -21.8% | -25.1% | +3.4% | -16.2% |
| 6M | -36.3% | -37.6% | +1.2% | -28.8% |
| YTD | -27.8% | -20.4% | -7.5% | -23.1% |
| 1Y | +1.5% | -22.5% | +24.0% | +8.6% |
| 3Y | +128.5% | +72.5% | +56.1% | +96.2% |
| 5Y | +103.2% | +179.9% | -76.6% | +49.3% |
| 10Y | +164.7% | +772.6% | -607.9% | +30.0% |
| All | +236.5% | +126.0% | +110.5% | +100.0% |
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