+219.9%
SLV vs CCL
-41.3%
+261.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.2% | -0.2% | +1.0% |
| 7D | -2.8% | -3.2% | +0.4% | -2.6% |
| 30D | -1.6% | -17.8% | +16.2% | -0.4% |
| 3M | -4.4% | -18.7% | +14.2% | -3.2% |
| 6M | -25.4% | -11.4% | -14.0% | -24.9% |
| YTD | -9.8% | -24.3% | +14.5% | -8.4% |
| 1Y | +53.8% | -28.8% | +82.6% | +56.3% |
| 3Y | +174.7% | +49.3% | +125.3% | +166.5% |
| 5Y | +164.3% | +1.6% | +162.7% | +155.5% |
| All | +219.9% | -41.3% | +261.1% | +200.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CCL.
Daily Out/Under-Performance
Portfolio return minus CCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCL 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 10y: compounded portfolio wealth divided by compounded CCL 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…
10y analysis · Full analysis span regression · 6 months rolling