+56.2%
CNAV vs SPY
+34.9%
+21.3%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -0.5% |
| 7D | -0.3% | -2.0% | +1.7% | +2.5% |
| 30D | -0.7% | -1.7% | +0.9% | +1.6% |
| 3M | -3.4% | +4.7% | -8.1% | -8.6% |
| 6M | +20.1% | +12.5% | +7.6% | +4.5% |
| YTD | +25.8% | +11.7% | +14.0% | +10.6% |
| 1Y | +29.4% | +17.5% | +11.9% | +7.4% |
| All | +56.2% | +34.9% | +21.3% | +15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 3y: compounded portfolio wealth divided by compounded SPY 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…
3y analysis · Full analysis span regression · 6 months rolling