+106.9%
SLV vs CF
+120.6%
-13.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.2% |
| 7D | +5.1% | -3.2% | +8.3% | +5.3% |
| 30D | -12.9% | +4.3% | -17.2% | -13.3% |
| 3M | -16.1% | +2.8% | -18.9% | -16.4% |
| 6M | -33.2% | +0.6% | -33.8% | -33.4% |
| YTD | -27.2% | +56.6% | -83.9% | -32.3% |
| 1Y | +7.6% | +49.6% | -42.0% | +0.7% |
| 3Y | +122.3% | +61.5% | +60.9% | +103.4% |
| All | +106.9% | +120.6% | -13.6% | +83.0% |
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