+333.1%
SLV vs CHRW
+406.4%
-73.3%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.3% | -1.3% |
| 7D | -0.3% | -1.4% | +1.1% | -0.2% |
| 30D | +6.7% | -3.5% | +10.2% | +7.0% |
| 3M | -10.7% | -19.4% | +8.7% | -9.1% |
| 6M | -20.6% | -21.4% | +0.8% | -19.1% |
| YTD | -7.1% | -7.1% | 0.0% | -6.9% |
| 1Y | +62.0% | +17.8% | +44.2% | +58.7% |
| 3Y | +169.8% | +78.8% | +91.0% | +152.1% |
| 5Y | +161.5% | +83.5% | +77.9% | +141.9% |
| 10Y | +224.4% | +160.2% | +64.2% | +185.5% |
| All | +333.1% | +406.4% | -73.3% | +232.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling