+171.1%
SLV vs CPRT
+398.2%
-227.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | +0.1% |
| 7D | +5.1% | +6.0% | -1.0% | +4.4% |
| 30D | -12.9% | +20.0% | -32.9% | -14.8% |
| 3M | -16.1% | +10.1% | -26.2% | -17.1% |
| 6M | -33.2% | -4.3% | -28.9% | -33.0% |
| YTD | -27.2% | -18.4% | -8.9% | -25.7% |
| 1Y | +7.6% | -20.1% | +27.7% | +10.1% |
| 3Y | +122.3% | -30.4% | +152.8% | +129.3% |
| 5Y | +109.7% | -17.0% | +126.7% | +109.1% |
| All | +171.1% | +398.2% | -227.2% | +172.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling