+58.3%
SLV vs CRL
+72.1%
-13.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.7% | +1.9% | -0.3% |
| 7D | +2.5% | -0.6% | +3.1% | +2.6% |
| 30D | +3.3% | +5.0% | -1.7% | +2.6% |
| 3M | -3.6% | +50.6% | -54.2% | -9.4% |
| 6M | -21.8% | +60.9% | -82.8% | -28.0% |
| YTD | -7.8% | +40.7% | -48.6% | -13.7% |
| 1Y | +58.3% | +73.3% | -15.0% | +49.4% |
| All | +58.3% | +72.1% | -13.8% | +49.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 1y: compounded portfolio wealth divided by compounded CRL 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…
1y analysis · Full analysis span regression · 6 months rolling