+165.7%
SLV vs CCL
+5.2%
+160.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.2% |
| 7D | -0.3% | -5.0% | +4.7% | +0.1% |
| 30D | +6.7% | -20.3% | +27.0% | +8.7% |
| 3M | -10.7% | -15.1% | +4.5% | -9.5% |
| 6M | -20.6% | -15.1% | -5.5% | -19.7% |
| YTD | -7.1% | -21.8% | +14.6% | -5.7% |
| 1Y | +62.0% | -24.8% | +86.8% | +64.6% |
| 3Y | +169.8% | +51.9% | +118.0% | +160.8% |
| All | +165.7% | +5.2% | +160.5% | +150.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling