+166.0%
CVX vs SLV
+164.2%
+1.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.3% | +0.6% |
| 7D | -0.6% | +2.5% | -3.1% | -0.8% |
| 30D | +13.4% | +3.3% | +10.2% | +13.1% |
| 3M | +11.8% | -3.6% | +15.4% | +12.0% |
| 6M | +12.4% | -21.8% | +34.3% | +14.4% |
| YTD | +41.5% | -7.8% | +49.3% | +34.8% |
| 1Y | +41.6% | +58.3% | -16.7% | +19.2% |
| 3Y | +42.2% | +182.6% | -140.3% | +1.6% |
| 5Y | +166.0% | +167.8% | -1.8% | +92.3% |
| All | +166.0% | +164.2% | +1.7% | +92.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling