+175.8%
SLV vs CRS
+790.4%
-614.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.7% | +0.5% | -1.9% |
| 7D | -5.8% | +4.8% | -10.6% | -6.4% |
| 30D | -12.1% | -23.2% | +11.0% | -9.7% |
| 3M | -24.1% | -45.5% | +21.4% | -19.0% |
| 6M | -44.4% | -33.1% | -11.3% | -42.0% |
| YTD | -31.5% | -7.2% | -24.3% | -31.1% |
| 1Y | -6.9% | -10.0% | +3.1% | -6.2% |
| 3Y | +116.0% | +332.3% | -216.3% | +81.4% |
| 5Y | +88.4% | +801.9% | -713.4% | +43.7% |
| All | +175.8% | +790.4% | -614.6% | +98.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 10y: compounded portfolio wealth divided by compounded CRS 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…
10y analysis · Full analysis span regression · 6 months rolling