+239.1%
SLV vs CHTR
+316.4%
-77.3%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.1% | +3.4% | -0.5% |
| 7D | +2.5% | -0.3% | +2.8% | +2.5% |
| 30D | +3.3% | -4.5% | +7.7% | +3.4% |
| 3M | -3.6% | +10.2% | -13.8% | -4.5% |
| 6M | -21.8% | -37.2% | +15.4% | -19.9% |
| YTD | -7.8% | -30.2% | +22.3% | -6.5% |
| 1Y | +58.3% | -44.8% | +103.0% | +63.9% |
| 3Y | +182.6% | -65.5% | +248.1% | +201.7% |
| 5Y | +167.8% | -81.8% | +249.6% | +202.3% |
| 10Y | +218.9% | -45.8% | +264.6% | +222.6% |
| All | +239.1% | +316.4% | -77.3% | +173.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling