+122.3%
SLV vs CRL
+86.4%
+35.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +7.8% | -8.0% | -0.8% |
| 7D | +5.1% | -6.1% | +11.2% | +5.6% |
| 30D | -12.9% | +12.4% | -25.3% | -14.0% |
| 3M | -16.1% | +27.1% | -43.2% | -18.0% |
| 6M | -33.2% | +85.7% | -118.9% | -36.7% |
| YTD | -27.2% | +69.2% | -96.4% | -31.0% |
| 1Y | +7.6% | +97.5% | -89.9% | +1.5% |
| 3Y | +122.3% | +86.1% | +36.2% | +99.1% |
| All | +122.3% | +86.4% | +35.9% | +99.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling