+62.9%
CURV vs SPY
+75.5%
-12.6%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.2% |
| 7D | +2.2% | -2.0% | +4.2% | +4.2% |
| 30D | -5.0% | -1.7% | -3.3% | -3.4% |
| 3M | +29.5% | +4.7% | +24.8% | +23.8% |
| 6M | +78.1% | +12.5% | +65.6% | +57.0% |
| YTD | +133.1% | +11.7% | +121.4% | +107.0% |
| 1Y | +26.0% | +17.5% | +8.5% | +4.7% |
| All | +62.9% | +75.5% | -12.6% | -21.4% |
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 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