+165.7%
SLV vs CVE
+317.2%
-151.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -1.0% |
| 7D | -0.3% | +2.5% | -2.8% | -0.8% |
| 30D | +6.7% | +16.7% | -10.0% | +3.7% |
| 3M | -10.7% | +9.3% | -20.0% | -12.3% |
| 6M | -20.6% | +43.6% | -64.2% | -26.9% |
| YTD | -7.1% | +93.6% | -100.7% | -18.9% |
| 1Y | +62.0% | +98.8% | -36.8% | +40.4% |
| 3Y | +169.8% | +73.6% | +96.2% | +135.2% |
| All | +165.7% | +317.2% | -151.5% | +101.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling