+237.7%
SLV vs CTAS
+2,725.2%
-2,487.4%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | +0.3% |
| 7D | -1.1% | -0.8% | -0.3% | -1.0% |
| 30D | -14.2% | +10.7% | -24.9% | -15.4% |
| 3M | -20.3% | +11.0% | -31.3% | -21.5% |
| 6M | -40.2% | +38.7% | -78.9% | -43.0% |
| YTD | -27.6% | +21.8% | -49.3% | -29.8% |
| 1Y | +0.4% | +23.6% | -23.1% | -2.8% |
| 3Y | +129.4% | +74.9% | +54.4% | +109.6% |
| 5Y | +99.8% | +119.5% | -19.7% | +75.9% |
| 10Y | +183.2% | +820.2% | -637.0% | +103.4% |
| All | +237.7% | +2,725.2% | -2,487.4% | +87.0% |
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