+651.3%
CVX vs SLV
+363.7%
+287.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -1.0% |
| 7D | +3.3% | -0.3% | +3.7% | +3.4% |
| 30D | +12.9% | +6.7% | +6.2% | +11.3% |
| 3M | +11.7% | -10.7% | +22.4% | +13.6% |
| 6M | +14.1% | -20.6% | +34.7% | +17.6% |
| YTD | +40.7% | -7.1% | +47.8% | +34.8% |
| 1Y | +37.5% | +62.0% | -24.5% | +13.8% |
| 3Y | +43.9% | +169.8% | -125.9% | +2.9% |
| 5Y | +161.5% | +161.5% | 0.0% | +86.0% |
| 10Y | +215.1% | +224.4% | -9.3% | +102.8% |
| All | +651.3% | +363.7% | +287.6% | +259.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling