+239.3%
SLV vs CPRT
+1,823.3%
-1,583.9%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | +0.1% |
| 7D | +5.1% | +6.0% | -1.0% | +4.3% |
| 30D | -12.9% | +20.0% | -32.9% | -15.0% |
| 3M | -16.1% | +10.1% | -26.2% | -17.3% |
| 6M | -33.2% | -4.3% | -28.9% | -33.1% |
| YTD | -27.2% | -18.4% | -8.9% | -25.6% |
| 1Y | +7.6% | -20.1% | +27.7% | +10.3% |
| 3Y | +122.3% | -30.4% | +152.8% | +130.0% |
| 5Y | +109.7% | -17.0% | +126.7% | +109.5% |
| 10Y | +168.4% | +403.2% | -234.8% | +106.1% |
| All | +239.3% | +1,823.3% | -1,583.9% | +82.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling