-33.2%
SLV vs CTAS
+32.0%
-65.2%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.7% | -0.5% |
| 7D | +5.1% | +1.2% | +3.9% | +5.4% |
| 30D | -12.9% | +12.8% | -25.7% | -10.6% |
| 3M | -16.1% | +10.3% | -26.4% | -14.4% |
| 6M | -33.2% | +32.0% | -65.2% | -28.1% |
| All | -33.2% | +32.0% | -65.2% | -28.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling