+239.3%
SLV vs COR
+2,284.1%
-2,044.8%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.7% | 0.0% |
| 7D | +5.1% | +0.8% | +4.3% | +5.0% |
| 30D | -12.9% | +5.1% | -18.1% | -13.3% |
| 3M | -16.1% | +2.8% | -18.9% | -16.3% |
| 6M | -33.2% | +32.5% | -65.7% | -34.8% |
| YTD | -27.2% | -0.7% | -26.6% | -27.5% |
| 1Y | +7.6% | -6.7% | +14.3% | +7.9% |
| 3Y | +122.3% | +73.7% | +48.6% | +107.7% |
| 5Y | +109.7% | +177.9% | -68.2% | +85.5% |
| 10Y | +168.4% | +533.8% | -365.3% | +109.5% |
| All | +239.3% | +2,284.1% | -2,044.8% | +68.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling