+333.1%
SLV vs CRL
+511.9%
-178.8%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.4% | -1.0% |
| 7D | -0.3% | -1.0% | +0.7% | -0.2% |
| 30D | +6.7% | +10.7% | -4.0% | +5.4% |
| 3M | -10.7% | +55.3% | -66.0% | -15.7% |
| 6M | -20.6% | +60.7% | -81.3% | -25.8% |
| YTD | -7.1% | +44.6% | -51.8% | -12.0% |
| 1Y | +62.0% | +77.7% | -15.8% | +49.2% |
| 3Y | +169.8% | +37.6% | +132.2% | +150.5% |
| 5Y | +161.5% | -35.8% | +197.3% | +166.0% |
| 10Y | +224.4% | +241.7% | -17.3% | +148.5% |
| All | +333.1% | +511.9% | -178.8% | +157.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling