+30.4%
CV vs SPY
+12.3%
+18.0%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.4% | -0.5% | -0.2% |
| 7D | -4.3% | +0.1% | -4.4% | -3.8% |
| 30D | -2.3% | -3.3% | +1.0% | +0.8% |
| 3M | -9.3% | -2.4% | -6.9% | -7.2% |
| 6M | -9.6% | +2.6% | -12.1% | -10.0% |
| YTD | -39.8% | +11.2% | -51.0% | -43.5% |
| All | +30.4% | +12.3% | +18.0% | +26.6% |
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