+99.8%
SLV vs CRS
+864.2%
-764.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.5% | -2.2% | 0.0% |
| 7D | -1.1% | +4.4% | -5.4% | -1.7% |
| 30D | -14.2% | -19.1% | +5.0% | -11.9% |
| 3M | -20.3% | -43.2% | +22.9% | -14.4% |
| 6M | -40.2% | -28.9% | -11.3% | -37.7% |
| YTD | -27.6% | -3.0% | -24.6% | -27.3% |
| 1Y | +0.4% | -5.3% | +5.7% | +1.0% |
| 3Y | +129.4% | +363.5% | -234.2% | +85.6% |
| 5Y | +99.8% | +858.2% | -758.4% | +43.1% |
| All | +99.8% | +864.2% | -764.4% | +43.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling