+106.9%
SLV vs CHRW
+49.0%
+57.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.2% | +0.1% |
| 7D | +5.1% | +0.6% | +4.5% | +5.0% |
| 30D | -12.9% | -7.3% | -5.6% | -12.4% |
| 3M | -16.1% | -14.2% | -1.9% | -15.2% |
| 6M | -33.2% | -25.1% | -8.1% | -31.9% |
| YTD | -27.2% | -21.2% | -6.1% | -25.9% |
| 1Y | +7.6% | -14.2% | +21.8% | +9.0% |
| 3Y | +122.3% | +63.5% | +58.8% | +112.9% |
| All | +106.9% | +49.0% | +57.9% | +97.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling