+333.1%
SLV vs CP
+983.5%
-650.4%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.3% |
| 7D | -0.3% | -2.7% | +2.3% | +0.3% |
| 30D | +6.7% | +0.2% | +6.5% | +6.6% |
| 3M | -10.7% | +2.6% | -13.3% | -11.3% |
| 6M | -20.6% | +6.0% | -26.6% | -21.7% |
| YTD | -7.1% | +24.9% | -32.1% | -11.6% |
| 1Y | +62.0% | +20.1% | +41.9% | +55.4% |
| 3Y | +169.8% | +16.4% | +153.4% | +158.4% |
| 5Y | +161.5% | +31.7% | +129.7% | +141.7% |
| 10Y | +224.4% | +223.9% | +0.5% | +139.9% |
| All | +333.1% | +983.5% | -650.4% | +84.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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