-6.6%
SLV vs CTAS
+23.8%
-30.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.1% | -3.4% | -3.3% |
| 7D | -3.9% | +0.5% | -4.3% | -3.8% |
| 30D | -15.6% | +10.2% | -25.9% | -15.2% |
| 3M | -23.6% | +12.1% | -35.7% | -23.2% |
| 6M | -42.6% | +38.3% | -80.8% | -42.9% |
| YTD | -30.0% | +21.9% | -51.9% | -27.3% |
| 1Y | -6.6% | +24.0% | -30.7% | -3.7% |
| All | -6.6% | +23.8% | -30.5% | -3.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling