+333.1%
SLV vs CVS
+401.0%
-67.9%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.2% |
| 7D | -0.3% | +4.0% | -4.3% | -0.6% |
| 30D | +6.7% | -2.4% | +9.1% | +6.8% |
| 3M | -10.7% | +2.7% | -13.3% | -11.0% |
| 6M | -20.6% | +21.9% | -42.5% | -21.8% |
| YTD | -7.1% | +24.7% | -31.9% | -8.8% |
| 1Y | +62.0% | +35.4% | +26.5% | +58.2% |
| 3Y | +169.8% | +65.2% | +104.6% | +157.4% |
| 5Y | +161.5% | +30.5% | +130.9% | +154.1% |
| 10Y | +224.4% | +40.4% | +184.0% | +209.1% |
| All | +333.1% | +401.0% | -67.9% | +239.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling