+333.1%
SLV vs CL
+382.8%
-49.7%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -1.0% |
| 7D | -0.3% | -2.2% | +1.8% | 0.0% |
| 30D | +6.7% | -4.8% | +11.5% | +7.4% |
| 3M | -10.7% | +4.9% | -15.6% | -11.5% |
| 6M | -20.6% | -5.7% | -14.9% | -20.1% |
| YTD | -7.1% | +14.4% | -21.5% | -9.4% |
| 1Y | +62.0% | +8.7% | +53.2% | +59.1% |
| 3Y | +169.8% | +30.0% | +139.8% | +154.4% |
| 5Y | +161.5% | +28.4% | +133.1% | +146.1% |
| 10Y | +224.4% | +50.1% | +174.3% | +194.2% |
| All | +333.1% | +382.8% | -49.7% | +210.3% |
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