+182.0%
SLV vs CL
+84.7%
+97.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.1% | -3.2% | -3.3% |
| 7D | -3.9% | -0.8% | -3.1% | -3.8% |
| 30D | -15.6% | +9.5% | -25.1% | -16.3% |
| 3M | -23.6% | +6.6% | -30.3% | -24.0% |
| 6M | -42.6% | +13.2% | -55.8% | -43.3% |
| YTD | -30.0% | +26.9% | -56.8% | -31.7% |
| 1Y | -6.6% | +27.6% | -34.2% | -9.0% |
| 3Y | +121.8% | +39.1% | +82.7% | +110.3% |
| 5Y | +92.7% | +41.3% | +51.4% | +81.5% |
| All | +182.0% | +84.7% | +97.3% | +158.6% |
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