+333.1%
SLV vs CRS
+1,041.0%
-707.9%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -2.9% | -1.5% |
| 7D | -0.3% | -0.2% | -0.1% | -0.3% |
| 30D | +6.7% | -16.6% | +23.3% | +9.5% |
| 3M | -10.7% | -3.5% | -7.2% | -10.5% |
| 6M | -20.6% | +15.4% | -36.0% | -22.6% |
| YTD | -7.1% | +51.2% | -58.3% | -13.3% |
| 1Y | +62.0% | +98.3% | -36.3% | +44.4% |
| 3Y | +169.8% | +651.5% | -481.7% | +91.6% |
| 5Y | +161.5% | +1,411.1% | -1,249.7% | +61.9% |
| 10Y | +224.4% | +1,424.3% | -1,199.9% | +79.4% |
| All | +333.1% | +1,041.0% | -707.9% | +111.3% |
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