+177.1%
SLV vs CVE
+72.1%
+105.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -0.9% |
| 7D | -0.3% | +2.5% | -2.8% | -0.9% |
| 30D | +6.7% | +16.7% | -10.0% | +3.0% |
| 3M | -10.7% | +9.3% | -20.0% | -12.6% |
| 6M | -20.6% | +43.6% | -64.2% | -28.8% |
| YTD | -7.1% | +93.6% | -100.7% | -22.4% |
| 1Y | +62.0% | +98.8% | -36.8% | +33.9% |
| All | +177.1% | +72.1% | +105.0% | +130.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling