+235.3%
SLV vs CHRW
+170.5%
+64.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.2% | +2.0% | +2.3% |
| 7D | +2.8% | +4.1% | -1.3% | +2.5% |
| 30D | +2.2% | +1.9% | +0.3% | +2.0% |
| 3M | +2.9% | -21.2% | +24.1% | +4.7% |
| 6M | -22.4% | -16.7% | -5.7% | -21.6% |
| YTD | -5.7% | -5.4% | -0.4% | -5.5% |
| 1Y | +63.3% | +21.2% | +42.1% | +61.1% |
| 3Y | +189.0% | +86.5% | +102.5% | +175.3% |
| 5Y | +172.7% | +93.0% | +79.6% | +158.4% |
| 10Y | +235.3% | +174.5% | +60.8% | +211.1% |
| All | +235.3% | +170.5% | +64.7% | +211.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 CHRW 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