+122.3%
SLV vs CPRT
-30.7%
+153.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | 0.0% |
| 7D | +5.1% | +6.0% | -1.0% | +4.5% |
| 30D | -12.9% | +20.0% | -32.9% | -14.4% |
| 3M | -16.1% | +10.1% | -26.2% | -16.7% |
| 6M | -33.2% | -4.3% | -28.9% | -32.7% |
| YTD | -27.2% | -18.4% | -8.9% | -25.6% |
| 1Y | +7.6% | -20.1% | +27.7% | +10.2% |
| 3Y | +122.3% | -30.4% | +152.8% | +127.5% |
| All | +122.3% | -30.7% | +153.0% | +127.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling