+68.3%
CVX vs SLV
+132.0%
-63.7%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.7% | -3.6% | -0.9% |
| 7D | -7.5% | +5.6% | -13.1% | -7.5% |
| 30D | -0.6% | -12.1% | +11.6% | -0.4% |
| 3M | +14.0% | -16.3% | +30.2% | +14.2% |
| 6M | +18.1% | -34.1% | +52.2% | +19.0% |
| YTD | +42.2% | -25.3% | +67.4% | +37.0% |
| 1Y | +41.3% | +9.6% | +31.7% | +29.0% |
| 3Y | +68.3% | +132.7% | -64.3% | +35.7% |
| All | +68.3% | +132.0% | -63.7% | +35.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling