+165.7%
SLV vs CL
+28.4%
+137.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -1.2% |
| 7D | -0.3% | -2.2% | +1.8% | -0.3% |
| 30D | +6.7% | -4.8% | +11.5% | +6.7% |
| 3M | -10.7% | +4.9% | -15.6% | -10.9% |
| 6M | -20.6% | -5.7% | -14.9% | -20.8% |
| YTD | -7.1% | +14.4% | -21.5% | -7.3% |
| 1Y | +62.0% | +8.7% | +53.2% | +62.3% |
| 3Y | +169.8% | +30.0% | +139.8% | +155.8% |
| All | +165.7% | +28.4% | +137.4% | +151.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling