+333.1%
SLV vs CF
+5,501.7%
-5,168.6%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.2% | +2.0% | -0.7% |
| 7D | -0.3% | +6.0% | -6.3% | -1.3% |
| 30D | +6.7% | +14.8% | -8.2% | +4.3% |
| 3M | -10.7% | +14.1% | -24.7% | -12.8% |
| 6M | -20.6% | +28.5% | -49.1% | -25.0% |
| YTD | -7.1% | +74.9% | -82.1% | -16.6% |
| 1Y | +62.0% | +61.7% | +0.3% | +47.0% |
| 3Y | +169.8% | +80.3% | +89.5% | +137.2% |
| 5Y | +161.5% | +226.0% | -64.5% | +101.9% |
| 10Y | +224.4% | +569.9% | -345.5% | +103.8% |
| All | +333.1% | +5,501.7% | -5,168.6% | +15.7% |
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