+660.7%
CVX vs SLV
+260.3%
+400.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.4% | +3.7% | +0.9% |
| 7D | -6.2% | +3.7% | -9.9% | -7.0% |
| 30D | -0.4% | -15.2% | +14.8% | +2.6% |
| 3M | +9.3% | -21.8% | +31.1% | +14.0% |
| 6M | +18.4% | -36.3% | +54.7% | +27.7% |
| YTD | +42.5% | -27.8% | +70.3% | +42.7% |
| 1Y | +41.0% | +1.5% | +39.5% | +29.2% |
| 3Y | +67.5% | +128.5% | -61.0% | +22.7% |
| 5Y | +126.1% | +103.2% | +22.9% | +68.3% |
| 10Y | +198.8% | +164.7% | +34.1% | +98.8% |
| All | +660.7% | +260.3% | +400.4% | +280.5% |
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