+183.2%
SLV vs CVS
+58.4%
+124.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.4% |
| 7D | -1.1% | +12.0% | -13.0% | -1.2% |
| 30D | -14.2% | +2.8% | -16.9% | -14.2% |
| 3M | -20.3% | -3.6% | -16.8% | -20.3% |
| 6M | -40.2% | -1.6% | -38.6% | -40.3% |
| YTD | -27.6% | +16.3% | -43.9% | -28.1% |
| 1Y | +0.4% | +15.5% | -15.1% | -0.2% |
| 3Y | +129.4% | +48.1% | +81.2% | +125.7% |
| 5Y | +99.8% | +12.3% | +87.5% | +100.5% |
| 10Y | +183.2% | +62.7% | +120.6% | +177.5% |
| All | +183.2% | +58.4% | +124.8% | +177.5% |
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