-100.0%
CRVO vs SPY
+322.5%
-422.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.9% | +2.8% | +3.2% |
| 7D | +0.4% | -0.8% | +1.2% | +0.8% |
| 30D | -16.3% | -1.1% | -15.2% | -15.8% |
| 3M | +5.3% | +3.9% | +1.5% | +3.3% |
| 6M | -41.9% | +13.6% | -55.5% | -45.2% |
| YTD | -67.5% | +12.7% | -80.1% | -69.2% |
| 1Y | -72.1% | +17.5% | -89.6% | -74.1% |
| 3Y | -51.5% | +76.9% | -128.4% | -61.8% |
| 5Y | -93.8% | +83.6% | -177.4% | -95.2% |
| All | -100.0% | +322.5% | -422.4% | -99.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling