+158.9%
SLV vs CVE
+62.8%
+96.1%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.7% | +2.3% | -0.1% |
| 7D | -0.7% | -14.1% | +13.3% | +1.3% |
| 30D | -15.4% | -11.6% | -3.7% | -14.0% |
| 3M | -16.3% | 0.0% | -16.3% | -16.6% |
| 6M | -28.8% | -8.4% | -20.4% | -28.4% |
| YTD | -27.1% | +65.9% | -93.1% | -33.2% |
| 1Y | +7.5% | +69.4% | -61.9% | -1.7% |
| 3Y | +121.2% | +55.9% | +65.2% | +102.0% |
| 5Y | +110.0% | +146.2% | -36.2% | +75.8% |
| 10Y | +168.8% | +140.6% | +28.2% | +104.8% |
| All | +158.9% | +62.8% | +96.1% | +100.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling