+226.7%
SLV vs CRS
+619.5%
-392.8%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.7% | -1.5% | -3.0% |
| 7D | -3.9% | +7.4% | -11.3% | -4.9% |
| 30D | -15.6% | -21.2% | +5.6% | -12.9% |
| 3M | -23.6% | -43.3% | +19.7% | -17.2% |
| 6M | -42.6% | -29.4% | -13.2% | -39.9% |
| YTD | -30.0% | -4.7% | -25.3% | -30.1% |
| 1Y | -6.6% | -9.6% | +3.0% | -6.2% |
| 3Y | +121.8% | +355.5% | -233.6% | +69.7% |
| 5Y | +92.7% | +826.6% | -733.9% | +28.1% |
| 10Y | +174.0% | +846.1% | -672.2% | +63.2% |
| All | +226.7% | +619.5% | -392.8% | +70.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling