+239.3%
SLV vs CCL
-4.6%
+243.9%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.2% |
| 7D | +5.1% | +3.1% | +2.0% | +4.9% |
| 30D | -12.9% | +13.7% | -26.6% | -13.7% |
| 3M | -16.1% | +3.8% | -19.9% | -16.4% |
| 6M | -33.2% | +9.3% | -42.4% | -33.7% |
| YTD | -27.2% | -1.1% | -26.2% | -27.5% |
| 1Y | +7.6% | +14.6% | -6.9% | +6.3% |
| 3Y | +122.3% | +146.4% | -24.1% | +107.6% |
| 5Y | +109.7% | +21.9% | +87.9% | +98.9% |
| 10Y | +168.4% | -29.4% | +197.9% | +147.5% |
| All | +239.3% | -4.6% | +243.9% | +161.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling