+175.9%
SLV vs CTAS
+848.9%
-673.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.4% | +2.3% | +2.7% |
| 7D | +5.6% | -0.7% | +6.4% | +5.8% |
| 30D | -12.1% | +10.3% | -22.4% | -13.3% |
| 3M | -16.3% | +10.2% | -26.5% | -17.5% |
| 6M | -34.1% | +34.4% | -68.4% | -37.1% |
| YTD | -25.3% | +19.6% | -44.8% | -27.5% |
| 1Y | +9.6% | +21.8% | -12.2% | +6.1% |
| 3Y | +132.7% | +74.1% | +58.6% | +110.6% |
| 5Y | +113.7% | +114.0% | -0.4% | +86.1% |
| 10Y | +175.9% | +813.9% | -638.1% | +106.7% |
| All | +175.9% | +848.9% | -673.0% | +106.7% |
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