+10.3%
SLV vs CPRT
-24.7%
+35.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +5.0% | +0.2% | +4.5% |
| 7D | -3.9% | +12.6% | -16.5% | -5.2% |
| 30D | -14.5% | +18.0% | -32.4% | -16.2% |
| 3M | -12.4% | +11.0% | -23.4% | -13.2% |
| 6M | -28.5% | -2.0% | -26.5% | -26.9% |
| YTD | -26.8% | -16.7% | -10.1% | -21.1% |
| 1Y | +10.3% | -23.9% | +34.2% | +20.6% |
| All | +10.3% | -24.7% | +35.1% | +20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CPRT.
Daily Out/Under-Performance
Portfolio return minus CPRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPRT 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 1y: compounded portfolio wealth divided by compounded CPRT 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…
1y analysis · Full analysis span regression · 6 months rolling