+659.2%
CVX vs SLV
+273.2%
+386.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.7% | -3.6% | -1.4% |
| 7D | -7.5% | +5.6% | -13.1% | -8.5% |
| 30D | -0.6% | -12.1% | +11.6% | +1.7% |
| 3M | +14.0% | -16.3% | +30.2% | +17.3% |
| 6M | +18.1% | -34.1% | +52.2% | +26.6% |
| YTD | +42.2% | -25.3% | +67.4% | +41.5% |
| 1Y | +41.3% | +9.6% | +31.7% | +27.3% |
| 3Y | +68.3% | +132.7% | -64.3% | +23.0% |
| 5Y | +122.0% | +113.7% | +8.4% | +63.6% |
| 10Y | +198.6% | +175.9% | +22.7% | +97.0% |
| All | +659.2% | +273.2% | +386.0% | +277.2% |
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