+235.3%
SLV vs COR
+399.7%
-164.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.4% | +2.7% | +2.3% |
| 7D | +2.8% | -3.9% | +6.7% | +2.9% |
| 30D | +2.2% | -0.3% | +2.5% | +2.2% |
| 3M | +2.9% | +15.9% | -13.0% | +2.5% |
| 6M | -22.4% | -10.3% | -12.2% | -22.0% |
| YTD | -5.7% | -3.7% | -2.0% | -5.5% |
| 1Y | +63.3% | +9.1% | +54.2% | +62.7% |
| 3Y | +189.0% | +86.6% | +102.4% | +177.3% |
| 5Y | +172.7% | +180.9% | -8.3% | +154.8% |
| 10Y | +235.3% | +407.4% | -172.2% | +203.7% |
| All | +235.3% | +399.7% | -164.4% | +203.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 10y: compounded portfolio wealth divided by compounded COR 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…
10y analysis · Full analysis span regression · 6 months rolling