+230.0%
SLV vs CVE
+89.9%
+140.0%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -1.0% |
| 7D | -0.3% | +2.5% | -2.8% | -0.7% |
| 30D | +6.7% | +16.7% | -10.0% | +4.2% |
| 3M | -10.7% | +9.3% | -20.0% | -12.1% |
| 6M | -20.6% | +43.6% | -64.2% | -25.5% |
| YTD | -7.1% | +93.6% | -100.7% | -16.5% |
| 1Y | +62.0% | +98.8% | -36.8% | +44.9% |
| 3Y | +169.8% | +73.6% | +96.2% | +143.1% |
| 5Y | +161.5% | +312.5% | -151.0% | +103.7% |
| 10Y | +224.4% | +161.0% | +63.4% | +146.1% |
| All | +230.0% | +89.9% | +140.0% | +150.4% |
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