+12,798.6%
CRVL vs SPY
+3,067.3%
+9,731.2%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.9% | +1.5% | +1.7% |
| 7D | +1.5% | -0.8% | +2.3% | +2.1% |
| 30D | +10.4% | -1.1% | +11.5% | +11.3% |
| 3M | +13.9% | +3.9% | +10.1% | +10.2% |
| 6M | +33.4% | +13.6% | +19.8% | +19.7% |
| YTD | +2.4% | +12.7% | -10.3% | -7.5% |
| 1Y | -21.5% | +17.5% | -39.0% | -31.5% |
| 3Y | +3.0% | +76.9% | -73.9% | -35.0% |
| 5Y | +22.1% | +83.6% | -61.5% | -25.9% |
| 10Y | +448.2% | +320.7% | +127.5% | +81.1% |
| All | +12,798.6% | +3,067.3% | +9,731.2% | +990.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling