+184.2%
SLV vs CLX
-32.3%
+216.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -1.2% |
| 7D | -0.3% | -9.2% | +8.9% | -0.1% |
| 30D | +6.7% | -11.0% | +17.7% | +7.0% |
| 3M | -10.7% | +5.0% | -15.7% | -10.7% |
| 6M | -20.6% | -18.8% | -1.8% | -20.4% |
| YTD | -7.1% | -4.4% | -2.7% | -4.6% |
| 1Y | +62.0% | -21.9% | +83.8% | +63.2% |
| All | +184.2% | -32.3% | +216.5% | +168.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 3y: compounded portfolio wealth divided by compounded CLX 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…
3y analysis · Full analysis span regression · 6 months rolling