+16.6%
CURV vs SPY
+18.1%
-1.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.9% | -2.2% | -1.3% |
| 7D | -7.8% | -0.8% | -7.0% | -7.8% |
| 30D | -1.7% | -1.1% | -0.7% | -1.7% |
| 3M | +19.0% | +3.9% | +15.2% | +19.7% |
| 6M | +74.4% | +13.6% | +60.8% | +75.7% |
| YTD | +130.1% | +12.7% | +117.4% | +131.7% |
| 1Y | +16.6% | +17.5% | -0.9% | +14.4% |
| All | +16.6% | +18.1% | -1.5% | +14.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling