+177.1%
SLV vs CPRT
-25.5%
+202.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.2% |
| 7D | -0.3% | +2.2% | -2.5% | -0.5% |
| 30D | +6.7% | +16.6% | -9.9% | +5.3% |
| 3M | -10.7% | +9.6% | -20.3% | -11.4% |
| 6M | -20.6% | -11.1% | -9.5% | -19.7% |
| YTD | -7.1% | -13.9% | +6.7% | -5.8% |
| 1Y | +62.0% | -32.5% | +94.5% | +66.7% |
| All | +177.1% | -25.5% | +202.6% | +186.7% |
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