+182.0%
SLV vs CVS
+64.6%
+117.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.3% | -3.6% | -3.3% |
| 7D | -3.9% | +10.4% | -14.3% | -3.9% |
| 30D | -15.6% | +3.3% | -18.9% | -15.7% |
| 3M | -23.6% | -4.5% | -19.1% | -23.6% |
| 6M | -42.6% | -4.4% | -38.2% | -42.6% |
| YTD | -30.0% | +16.6% | -46.6% | -30.4% |
| 1Y | -6.6% | +15.3% | -21.9% | -7.2% |
| 3Y | +121.8% | +48.6% | +73.3% | +118.2% |
| 5Y | +92.7% | +12.9% | +79.8% | +93.3% |
| All | +182.0% | +64.6% | +117.4% | +175.0% |
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