+116.0%
SLV vs CTAS
+74.7%
+41.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.9% | -2.2% |
| 7D | -5.8% | +2.0% | -7.8% | -5.9% |
| 30D | -12.1% | +8.7% | -20.8% | -12.5% |
| 3M | -24.1% | +13.3% | -37.4% | -24.6% |
| 6M | -44.4% | +39.4% | -83.8% | -45.9% |
| YTD | -31.5% | +21.5% | -53.0% | -32.3% |
| 1Y | -6.9% | +21.9% | -28.8% | -8.0% |
| 3Y | +116.0% | +73.6% | +42.4% | +81.2% |
| All | +116.0% | +74.7% | +41.3% | +81.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling