+187.0%
SLV vs CRS
+636.8%
-449.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | 0.0% | +2.3% | +2.3% |
| 7D | +2.8% | -0.5% | +3.3% | +2.9% |
| 30D | +2.2% | -18.1% | +20.3% | +4.7% |
| 3M | +2.9% | -12.4% | +15.3% | +4.5% |
| 6M | -22.4% | +15.9% | -38.3% | -23.9% |
| YTD | -5.7% | +45.8% | -51.6% | -9.3% |
| 1Y | +63.3% | +87.8% | -24.4% | +53.1% |
| All | +187.0% | +636.8% | -449.8% | +138.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling