-21.5%
CRVL vs SPY
+18.1%
-39.6%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.9% | +1.5% | +2.3% |
| 7D | +1.5% | -0.8% | +2.3% | +1.5% |
| 30D | +10.4% | -1.1% | +11.5% | +10.4% |
| 3M | +13.9% | +3.9% | +10.1% | +13.6% |
| 6M | +33.4% | +13.6% | +19.8% | +30.4% |
| YTD | +2.4% | +12.7% | -10.3% | +1.1% |
| 1Y | -21.5% | +17.5% | -39.0% | -21.6% |
| All | -21.5% | +18.1% | -39.6% | -21.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling