+116.0%
SLV vs CTVA
+49.4%
+66.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.6% | -4.8% | -2.7% |
| 7D | -5.8% | -20.8% | +14.9% | -2.5% |
| 30D | -12.1% | -29.6% | +17.5% | -7.0% |
| 3M | -24.1% | -16.9% | -7.2% | -23.0% |
| 6M | -44.4% | -24.3% | -20.1% | -42.5% |
| YTD | -31.5% | -5.6% | -25.9% | -32.3% |
| 1Y | -6.9% | -4.2% | -2.8% | -8.3% |
| 3Y | +116.0% | +43.3% | +72.7% | +94.6% |
| All | +116.0% | +49.4% | +66.6% | +94.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling