+239.3%
SLV vs CP
+992.6%
-753.3%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | +0.3% |
| 7D | +5.1% | +2.8% | +2.3% | +4.5% |
| 30D | -12.9% | +10.2% | -23.1% | -14.8% |
| 3M | -16.1% | +2.4% | -18.4% | -16.6% |
| 6M | -33.2% | +7.7% | -40.8% | -34.4% |
| YTD | -27.2% | +26.0% | -53.2% | -30.9% |
| 1Y | +7.6% | +34.6% | -27.0% | +0.7% |
| 3Y | +122.3% | +26.7% | +95.7% | +109.1% |
| 5Y | +109.7% | +24.9% | +84.8% | +96.0% |
| 10Y | +168.4% | +258.6% | -90.2% | +94.1% |
| All | +239.3% | +992.6% | -753.3% | +44.6% |
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