+21.1%
CRVL vs SPY
+82.3%
-61.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.9% | +1.5% | +1.8% |
| 7D | +1.5% | -0.8% | +2.3% | +2.1% |
| 30D | +10.4% | -1.1% | +11.5% | +11.1% |
| 3M | +13.9% | +3.9% | +10.1% | +10.6% |
| 6M | +33.4% | +13.6% | +19.8% | +21.0% |
| YTD | +2.4% | +12.7% | -10.3% | -6.5% |
| 1Y | -21.5% | +17.5% | -39.0% | -30.7% |
| 3Y | +3.0% | +76.9% | -73.9% | -33.0% |
| All | +21.1% | +82.3% | -61.2% | -22.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling