+132.7%
SLV vs CLX
-10.0%
+142.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +5.6% | -2.9% | +2.4% |
| 7D | +5.6% | +17.4% | -11.7% | +4.8% |
| 30D | -12.1% | +27.8% | -39.9% | -13.2% |
| 3M | -16.3% | +3.0% | -19.3% | -16.7% |
| 6M | -34.1% | +17.5% | -51.6% | -34.6% |
| YTD | -25.3% | +10.0% | -35.3% | -23.6% |
| 1Y | +9.6% | +3.3% | +6.3% | +11.4% |
| 3Y | +132.7% | -10.1% | +142.8% | +108.2% |
| All | +132.7% | -10.0% | +142.7% | +108.2% |
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