+221.9%
CVX vs SLV
+228.4%
-6.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.3% | -0.4% | +1.6% |
| 7D | +1.0% | +2.8% | -1.8% | +0.6% |
| 30D | +10.7% | +2.2% | +8.4% | +10.2% |
| 3M | +15.5% | +2.9% | +12.6% | +14.6% |
| 6M | +14.9% | -22.4% | +37.3% | +18.3% |
| YTD | +44.2% | -5.7% | +49.9% | +37.1% |
| 1Y | +43.5% | +63.3% | -19.8% | +18.4% |
| 3Y | +45.0% | +189.0% | -144.0% | +1.2% |
| 5Y | +172.2% | +172.7% | -0.5% | +89.9% |
| 10Y | +221.9% | +235.3% | -13.4% | +84.1% |
| All | +221.9% | +228.4% | -6.5% | +84.1% |
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