+333.1%
SLV vs COR
+2,265.5%
-1,932.4%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.7% | -1.1% |
| 7D | -0.3% | +2.8% | -3.1% | -0.5% |
| 30D | +6.7% | +4.5% | +2.2% | +6.3% |
| 3M | -10.7% | +22.7% | -33.4% | -12.3% |
| 6M | -20.6% | -9.7% | -10.9% | -20.0% |
| YTD | -7.1% | -1.4% | -5.7% | -7.4% |
| 1Y | +62.0% | +13.9% | +48.1% | +59.2% |
| 3Y | +169.8% | +94.0% | +75.9% | +148.9% |
| 5Y | +161.5% | +184.0% | -22.6% | +130.6% |
| 10Y | +224.4% | +406.8% | -182.4% | +161.3% |
| All | +333.1% | +2,265.5% | -1,932.4% | +115.8% |
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