+235.3%
SLV vs CVS
+40.0%
+195.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.7% | +3.0% | +2.3% |
| 7D | +2.8% | -1.9% | +4.7% | +2.8% |
| 30D | +2.2% | -0.3% | +2.5% | +2.2% |
| 3M | +2.9% | -1.1% | +4.0% | +2.9% |
| 6M | -22.4% | +23.7% | -46.1% | -22.9% |
| YTD | -5.7% | +23.0% | -28.7% | -6.5% |
| 1Y | +63.3% | +37.2% | +26.2% | +61.5% |
| 3Y | +189.0% | +62.4% | +126.6% | +183.2% |
| 5Y | +172.7% | +31.8% | +140.8% | +171.7% |
| 10Y | +235.3% | +41.9% | +193.4% | +233.7% |
| All | +235.3% | +40.0% | +195.2% | +233.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CVS.
Daily Out/Under-Performance
Portfolio return minus CVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVS 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 10y: compounded portfolio wealth divided by compounded CVS 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…
10y analysis · Full analysis span regression · 6 months rolling