+172.7%
SLV vs CTVA
+103.5%
+69.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.3% | +3.6% | +2.6% |
| 7D | +2.8% | -5.8% | +8.6% | +4.1% |
| 30D | +2.2% | +11.1% | -8.9% | -0.3% |
| 3M | +2.9% | +13.2% | -10.3% | -0.5% |
| 6M | -22.4% | +8.7% | -31.1% | -24.4% |
| YTD | -5.7% | +27.3% | -33.0% | -10.7% |
| 1Y | +63.3% | +18.0% | +45.3% | +56.6% |
| 3Y | +189.0% | +76.5% | +112.5% | +152.0% |
| 5Y | +172.7% | +105.1% | +67.6% | +135.4% |
| All | +172.7% | +103.5% | +69.1% | +135.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling