+239.3%
SLV vs CLF
-30.9%
+270.2%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.8% | -0.3% |
| 7D | +5.1% | -19.6% | +24.7% | +7.6% |
| 30D | -12.9% | -5.0% | -7.9% | -12.8% |
| 3M | -16.1% | -6.3% | -9.8% | -16.0% |
| 6M | -33.2% | +2.8% | -35.9% | -34.1% |
| YTD | -27.2% | -13.7% | -13.5% | -27.0% |
| 1Y | +7.6% | +13.6% | -6.0% | +4.6% |
| 3Y | +122.3% | -34.0% | +156.3% | +121.2% |
| 5Y | +109.7% | -48.7% | +158.5% | +108.6% |
| 10Y | +168.4% | +113.4% | +55.0% | +104.3% |
| All | +239.3% | -30.9% | +270.2% | +61.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 CLF 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