+110.0%
SLV vs CVE
+148.3%
-38.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.7% | +2.3% | 0.0% |
| 7D | -0.7% | -14.1% | +13.3% | +1.6% |
| 30D | -15.4% | -11.6% | -3.7% | -13.8% |
| 3M | -16.3% | 0.0% | -16.3% | -16.8% |
| 6M | -28.8% | -8.4% | -20.4% | -28.4% |
| YTD | -27.1% | +65.9% | -93.1% | -35.1% |
| 1Y | +7.5% | +69.4% | -61.9% | -4.6% |
| 3Y | +121.2% | +55.9% | +65.2% | +95.5% |
| 5Y | +110.0% | +146.2% | -36.2% | +72.9% |
| All | +110.0% | +148.3% | -38.4% | +72.9% |
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