+106.9%
SLV vs CVE
+142.8%
-35.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | 0.0% |
| 7D | +5.1% | -16.1% | +21.2% | +8.1% |
| 30D | -12.9% | -10.4% | -2.5% | -11.6% |
| 3M | -16.1% | -2.4% | -13.7% | -16.2% |
| 6M | -33.2% | -4.4% | -28.7% | -33.3% |
| YTD | -27.2% | +64.9% | -92.2% | -35.1% |
| 1Y | +7.6% | +66.0% | -58.4% | -4.2% |
| 3Y | +122.3% | +57.7% | +64.7% | +96.2% |
| All | +106.9% | +142.8% | -35.9% | +71.2% |
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 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