+182.0%
SLV vs CTAS
+817.6%
-635.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.1% | -3.4% | -3.3% |
| 7D | -3.9% | +0.5% | -4.3% | -3.9% |
| 30D | -15.6% | +10.2% | -25.9% | -16.8% |
| 3M | -23.6% | +12.1% | -35.7% | -24.9% |
| 6M | -42.6% | +38.3% | -80.8% | -45.4% |
| YTD | -30.0% | +21.9% | -51.9% | -32.2% |
| 1Y | -6.6% | +24.0% | -30.7% | -9.8% |
| 3Y | +121.8% | +75.1% | +46.7% | +100.6% |
| 5Y | +92.7% | +116.9% | -24.3% | +67.4% |
| All | +182.0% | +817.6% | -635.6% | +111.4% |
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