+122.3%
SLV vs CL
+38.3%
+84.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.0% | -0.5% |
| 7D | +5.1% | +1.3% | +3.8% | +5.3% |
| 30D | -12.9% | +11.4% | -24.3% | -11.4% |
| 3M | -16.1% | +4.4% | -20.5% | -15.3% |
| 6M | -33.2% | +10.8% | -44.0% | -31.9% |
| YTD | -27.2% | +25.1% | -52.4% | -23.9% |
| 1Y | +7.6% | +28.0% | -20.3% | +12.8% |
| 3Y | +122.3% | +37.6% | +84.7% | +121.0% |
| All | +122.3% | +38.3% | +84.1% | +121.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling