+89.9%
SLV vs CHRW
+58.8%
+31.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.1% | -2.2% | -2.2% |
| 7D | -5.8% | +7.3% | -13.1% | -6.4% |
| 30D | -12.1% | -3.6% | -8.5% | -11.9% |
| 3M | -24.1% | -9.6% | -14.5% | -23.7% |
| 6M | -44.4% | -17.0% | -27.4% | -43.8% |
| YTD | -31.5% | -15.4% | -16.1% | -30.7% |
| 1Y | -6.9% | -10.0% | +3.1% | -6.2% |
| 3Y | +116.0% | +82.2% | +33.8% | +104.4% |
| All | +89.9% | +58.8% | +31.1% | +76.7% |
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