+74.7%
CV vs SPY
+19.4%
+55.3%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.5% | +6.7% | +6.7% |
| 7D | +8.3% | +0.5% | +7.8% | +7.8% |
| 30D | -10.4% | -0.9% | -9.5% | -9.7% |
| 3M | -9.4% | +3.9% | -13.3% | -12.1% |
| 6M | +24.2% | +14.5% | +9.7% | +12.4% |
| YTD | -40.5% | +12.9% | -53.4% | -45.8% |
| 1Y | +74.7% | +19.4% | +55.4% | +53.6% |
| All | +74.7% | +19.4% | +55.3% | +53.6% |
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