+92.7%
SLV vs CPRT
-16.5%
+109.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.5% | -2.8% | -3.2% |
| 7D | -3.9% | -1.5% | -2.4% | -3.7% |
| 30D | -15.6% | +21.4% | -37.0% | -17.4% |
| 3M | -23.6% | +10.4% | -34.0% | -24.4% |
| 6M | -42.6% | -4.3% | -38.3% | -42.3% |
| YTD | -30.0% | -18.3% | -11.7% | -28.5% |
| 1Y | -6.6% | -22.5% | +15.9% | -4.2% |
| 3Y | +121.8% | -34.3% | +156.2% | +129.7% |
| 5Y | +92.7% | -17.8% | +110.4% | +91.6% |
| All | +92.7% | -16.5% | +109.1% | +91.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling