+183.2%
SLV vs CF
+485.9%
-302.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.4% | +0.3% |
| 7D | -1.1% | +10.4% | -11.4% | -2.0% |
| 30D | -14.2% | +7.6% | -21.7% | -14.9% |
| 3M | -20.3% | +5.2% | -25.5% | -20.9% |
| 6M | -40.2% | -0.1% | -40.1% | -40.4% |
| YTD | -27.6% | +61.7% | -89.3% | -32.3% |
| 1Y | +0.4% | +50.3% | -49.9% | -5.4% |
| 3Y | +129.4% | +66.0% | +63.4% | +111.6% |
| 5Y | +99.8% | +114.5% | -14.7% | +77.2% |
| 10Y | +183.2% | +471.5% | -288.3% | +133.4% |
| All | +183.2% | +485.9% | -302.6% | +133.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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