+239.8%
SLV vs CL
+439.8%
-200.0%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | -0.7% | +5.9% | -6.7% | -1.5% |
| 30D | -15.4% | +13.8% | -29.1% | -16.9% |
| 3M | -16.3% | +6.4% | -22.7% | -17.1% |
| 6M | -28.8% | +15.6% | -44.4% | -30.4% |
| YTD | -27.1% | +27.9% | -55.0% | -30.0% |
| 1Y | +7.5% | +31.4% | -23.9% | +2.8% |
| 3Y | +121.2% | +41.4% | +79.8% | +106.4% |
| 5Y | +110.0% | +42.8% | +67.2% | +94.8% |
| 10Y | +168.8% | +79.7% | +89.1% | +136.9% |
| All | +239.8% | +439.8% | -200.0% | +139.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling