+80.6%
CV vs SPY
+20.7%
+59.8%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.6% | +1.6% |
| 7D | -7.5% | -2.7% | -4.8% | -4.4% |
| 30D | -3.4% | -5.4% | +2.0% | +2.3% |
| 3M | -8.4% | -4.1% | -4.3% | -4.2% |
| 6M | -9.8% | +0.7% | -10.5% | -9.5% |
| YTD | -40.9% | +8.7% | -49.5% | -44.7% |
| 1Y | +31.7% | +10.9% | +20.8% | +22.0% |
| All | +80.6% | +20.7% | +59.8% | +39.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling