-100.0%
CRVO vs SPY
+667.9%
-767.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.9% | +2.8% | +3.5% |
| 7D | +0.4% | -0.8% | +1.2% | +0.6% |
| 30D | -16.3% | -1.1% | -15.2% | -16.1% |
| 3M | +5.3% | +3.9% | +1.5% | +4.6% |
| 6M | -41.9% | +13.6% | -55.5% | -43.1% |
| YTD | -67.5% | +12.7% | -80.1% | -68.1% |
| 1Y | -72.1% | +17.5% | -89.6% | -72.8% |
| 3Y | -51.5% | +76.9% | -128.4% | -55.0% |
| 5Y | -93.8% | +83.6% | -177.4% | -94.3% |
| 10Y | -100.0% | +320.7% | -420.7% | -100.0% |
| All | -100.0% | +667.9% | -767.9% | -100.0% |
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