-51.5%
CRVO vs SPY
+77.0%
-128.5%
-92.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.9% | +2.8% | +2.6% |
| 7D | +0.4% | -0.8% | +1.2% | +1.4% |
| 30D | -16.3% | -1.1% | -15.2% | -15.2% |
| 3M | +5.3% | +3.9% | +1.5% | +0.8% |
| 6M | -41.9% | +13.6% | -55.5% | -49.0% |
| YTD | -67.5% | +12.7% | -80.1% | -71.2% |
| 1Y | -72.1% | +17.5% | -89.6% | -76.3% |
| 3Y | -51.5% | +76.9% | -128.4% | -63.8% |
| All | -51.5% | +77.0% | -128.5% | -63.8% |
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