+239.8%
SLV vs CF
+4,880.8%
-4,641.0%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +6.2% | -6.7% | -1.4% |
| 7D | -0.7% | +0.4% | -1.1% | -1.0% |
| 30D | -15.4% | +2.2% | -17.6% | -15.8% |
| 3M | -16.3% | +2.1% | -18.4% | -16.9% |
| 6M | -28.8% | -6.5% | -22.3% | -28.6% |
| YTD | -27.1% | +55.6% | -82.7% | -33.5% |
| 1Y | +7.5% | +42.3% | -34.8% | -0.6% |
| 3Y | +121.2% | +55.7% | +65.4% | +98.7% |
| 5Y | +110.0% | +122.4% | -12.4% | +72.7% |
| 10Y | +168.8% | +568.5% | -399.8% | +68.2% |
| All | +239.8% | +4,880.8% | -4,641.0% | -7.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling