+167.8%
SLV vs CRS
+1,394.1%
-1,226.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.5% | +2.8% | -0.3% |
| 7D | +2.5% | -3.1% | +5.6% | +2.9% |
| 30D | +3.3% | -19.6% | +22.9% | +6.2% |
| 3M | -3.6% | -8.1% | +4.5% | -2.7% |
| 6M | -21.8% | +18.6% | -40.4% | -23.7% |
| YTD | -7.8% | +45.9% | -53.7% | -12.2% |
| 1Y | +58.3% | +82.5% | -24.2% | +46.2% |
| 3Y | +182.6% | +648.9% | -466.3% | +113.6% |
| 5Y | +167.8% | +1,438.1% | -1,270.3% | +77.8% |
| All | +167.8% | +1,394.1% | -1,226.3% | +77.8% |
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