+161.5%
SLV vs CHTR
-82.1%
+243.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +5.0% | -10.3% | -5.3% |
| 7D | -5.0% | -7.1% | +2.1% | -5.0% |
| 30D | -1.8% | -10.9% | +9.1% | -1.7% |
| 3M | -0.3% | +2.0% | -2.3% | -0.3% |
| 6M | -28.2% | -35.9% | +7.7% | -27.8% |
| YTD | -10.7% | -32.7% | +21.9% | -10.1% |
| 1Y | +53.7% | -46.6% | +100.3% | +56.6% |
| 3Y | +173.7% | -66.7% | +240.4% | +185.0% |
| 5Y | +161.5% | -82.1% | +243.6% | +160.7% |
| All | +161.5% | -82.1% | +243.6% | +160.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CHTR.
Daily Out/Under-Performance
Portfolio return minus CHTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHTR 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 CHTR 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