+321.2%
SLV vs CTVA
+210.9%
+110.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.3% | -5.0% | -5.3% |
| 7D | -5.0% | -4.7% | -0.4% | -4.4% |
| 30D | -1.8% | +11.1% | -12.9% | -3.4% |
| 3M | -0.3% | +13.7% | -14.0% | -2.5% |
| 6M | -28.2% | +11.2% | -39.4% | -29.6% |
| YTD | -10.7% | +26.9% | -37.6% | -13.8% |
| 1Y | +53.7% | +18.8% | +34.9% | +49.4% |
| 3Y | +173.7% | +75.9% | +97.7% | +150.7% |
| 5Y | +161.5% | +105.2% | +56.3% | +136.8% |
| All | +321.2% | +210.9% | +110.4% | +264.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CTVA.
Daily Out/Under-Performance
Portfolio return minus CTVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTVA 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded CTVA 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling