+165.7%
SLV vs CF
+227.0%
-61.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.2% | +2.0% | -0.9% |
| 7D | -0.3% | +6.0% | -6.3% | -0.8% |
| 30D | +6.7% | +14.8% | -8.2% | +5.4% |
| 3M | -10.7% | +14.1% | -24.7% | -11.8% |
| 6M | -20.6% | +28.5% | -49.1% | -23.7% |
| YTD | -7.1% | +74.9% | -82.1% | -14.2% |
| 1Y | +62.0% | +61.7% | +0.3% | +50.8% |
| 3Y | +169.8% | +80.3% | +89.5% | +145.0% |
| All | +165.7% | +227.0% | -61.2% | +124.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling