+329.8%
SLV vs CSX
+1,748.6%
-1,418.7%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | +0.1% | -0.6% |
| 7D | +2.5% | +0.6% | +1.9% | +2.4% |
| 30D | +3.3% | -2.3% | +5.5% | +3.7% |
| 3M | -3.6% | +4.3% | -7.9% | -4.4% |
| 6M | -21.8% | +23.4% | -45.2% | -24.8% |
| YTD | -7.8% | +36.4% | -44.2% | -12.9% |
| 1Y | +58.3% | +53.0% | +5.2% | +46.5% |
| 3Y | +182.6% | +70.6% | +112.0% | +154.1% |
| 5Y | +167.8% | +65.5% | +102.3% | +140.0% |
| 10Y | +218.9% | +482.4% | -263.5% | +117.5% |
| All | +329.8% | +1,748.6% | -1,418.7% | +99.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CSX.
Daily Out/Under-Performance
Portfolio return minus CSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSX 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 CSX 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