+214.5%
CVX vs SLV
+172.6%
+42.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.2% | +3.8% | +1.9% |
| 7D | +3.4% | -5.8% | +9.3% | +4.2% |
| 30D | -1.0% | -12.1% | +11.2% | +0.5% |
| 3M | +12.2% | -24.1% | +36.3% | +15.9% |
| 6M | +20.3% | -44.4% | +64.7% | +29.7% |
| YTD | +48.3% | -31.5% | +79.8% | +46.7% |
| 1Y | +46.9% | -6.9% | +53.8% | +34.5% |
| 3Y | +73.1% | +116.0% | -42.9% | +25.1% |
| 5Y | +135.2% | +88.4% | +46.8% | +73.5% |
| All | +214.5% | +172.6% | +42.0% | +79.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SLV.
Daily Out/Under-Performance
Portfolio return minus SLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SLV 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 10y: compounded portfolio wealth divided by compounded SLV 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…
10y analysis · Full analysis span regression · 6 months rolling