+84.0%
CV vs SPY
+23.6%
+60.4%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.4% | -0.5% | -0.5% |
| 7D | -4.3% | +0.1% | -4.4% | -3.9% |
| 30D | -2.3% | -3.3% | +1.0% | +1.2% |
| 3M | -9.3% | -2.4% | -6.9% | -6.9% |
| 6M | -9.6% | +2.6% | -12.1% | -10.8% |
| YTD | -39.8% | +11.2% | -51.0% | -45.0% |
| 1Y | +36.2% | +13.4% | +22.8% | +23.4% |
| All | +84.0% | +23.6% | +60.4% | +39.3% |
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