+248.5%
SLV vs CCL
-0.6%
+249.2%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +4.2% | -1.4% | +2.4% |
| 7D | +5.6% | +3.1% | +2.6% | +5.4% |
| 30D | -12.1% | +17.5% | -29.6% | -13.1% |
| 3M | -16.3% | +6.8% | -23.1% | -16.8% |
| 6M | -34.1% | +18.7% | -52.8% | -35.0% |
| YTD | -25.3% | +3.0% | -28.3% | -25.7% |
| 1Y | +9.6% | +17.7% | -8.1% | +8.0% |
| 3Y | +132.7% | +155.6% | -22.9% | +116.6% |
| 5Y | +113.7% | +30.2% | +83.5% | +101.8% |
| 10Y | +175.9% | -28.5% | +204.4% | +154.1% |
| All | +248.5% | -0.6% | +249.2% | +167.9% |
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