+235.3%
SLV vs CTAS
+665.9%
-430.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.2% | +2.5% | +2.3% |
| 7D | +2.8% | +1.0% | +1.8% | +2.7% |
| 30D | +2.2% | -1.1% | +3.3% | +2.3% |
| 3M | +2.9% | +11.5% | -8.6% | +1.0% |
| 6M | -22.4% | +0.2% | -22.6% | -22.7% |
| YTD | -5.7% | +7.2% | -12.9% | -7.1% |
| 1Y | +63.3% | 0.0% | +63.3% | +62.6% |
| 3Y | +189.0% | +65.9% | +123.1% | +162.9% |
| 5Y | +172.7% | +109.6% | +63.1% | +138.1% |
| 10Y | +235.3% | +683.8% | -448.5% | +162.6% |
| All | +235.3% | +665.9% | -430.6% | +162.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 10y: compounded portfolio wealth divided by compounded CTAS 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…
10y analysis · Full analysis span regression · 6 months rolling