+103.2%
SLV vs CL
+41.7%
+61.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.2% | -3.6% | -3.4% |
| 7D | +3.7% | +2.6% | +1.1% | +3.7% |
| 30D | -15.2% | +11.8% | -26.9% | -15.1% |
| 3M | -21.8% | +5.9% | -27.7% | -21.7% |
| 6M | -36.3% | +13.3% | -49.7% | -36.3% |
| YTD | -27.8% | +27.1% | -55.0% | -28.0% |
| 1Y | +1.5% | +28.0% | -26.5% | +1.3% |
| 3Y | +128.5% | +39.4% | +89.1% | +117.9% |
| 5Y | +103.2% | +40.8% | +62.5% | +92.7% |
| All | +103.2% | +41.7% | +61.5% | +92.7% |
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