+183.2%
SLV vs CL
+84.6%
+98.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | -1.1% | -0.8% | -0.3% | -1.0% |
| 30D | -14.2% | +9.5% | -23.7% | -14.8% |
| 3M | -20.3% | +6.8% | -27.1% | -20.8% |
| 6M | -40.2% | +14.3% | -54.5% | -41.0% |
| YTD | -27.6% | +27.0% | -54.6% | -29.4% |
| 1Y | +0.4% | +26.3% | -25.8% | -2.1% |
| 3Y | +129.4% | +39.3% | +90.1% | +117.3% |
| 5Y | +99.8% | +41.5% | +58.3% | +88.0% |
| 10Y | +183.2% | +84.1% | +99.1% | +160.6% |
| All | +183.2% | +84.6% | +98.6% | +160.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 10y: compounded portfolio wealth divided by compounded CL 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…
10y analysis · Full analysis span regression · 6 months rolling