+171.1%
SLV vs CVE
+136.1%
+34.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | -0.1% |
| 7D | +5.1% | -16.1% | +21.2% | +7.1% |
| 30D | -12.9% | -10.4% | -2.5% | -12.0% |
| 3M | -16.1% | -2.4% | -13.7% | -16.1% |
| 6M | -33.2% | -4.4% | -28.7% | -33.2% |
| YTD | -27.2% | +64.9% | -92.2% | -31.9% |
| 1Y | +7.6% | +66.0% | -58.4% | +0.5% |
| 3Y | +122.3% | +57.7% | +64.7% | +106.8% |
| 5Y | +109.7% | +144.7% | -35.0% | +84.7% |
| All | +171.1% | +136.1% | +34.9% | +112.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 10y: compounded portfolio wealth divided by compounded CVE 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…
10y analysis · Full analysis span regression · 6 months rolling