+333.1%
SLV vs CTAS
+2,392.1%
-2,059.0%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.2% |
| 7D | -0.3% | -1.8% | +1.5% | -0.1% |
| 30D | +6.7% | -0.2% | +6.9% | +6.7% |
| 3M | -10.7% | +11.7% | -22.4% | -12.3% |
| 6M | -20.6% | +0.7% | -21.3% | -20.9% |
| YTD | -7.1% | +7.4% | -14.5% | -8.4% |
| 1Y | +62.0% | -2.1% | +64.1% | +61.7% |
| 3Y | +169.8% | +62.9% | +106.9% | +148.8% |
| 5Y | +161.5% | +111.9% | +49.6% | +131.3% |
| 10Y | +224.4% | +652.2% | -427.8% | +139.3% |
| All | +333.1% | +2,392.1% | -2,059.0% | +143.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling