+14.7%
CVBF vs SPY
+17.2%
-2.6%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.6% | +2.0% | +1.8% |
| 7D | -0.4% | -2.0% | +1.6% | +0.8% |
| 30D | -1.9% | -1.7% | -0.2% | -0.9% |
| 3M | +8.3% | +4.7% | +3.5% | +5.0% |
| 6M | +21.3% | +12.5% | +8.8% | +11.1% |
| YTD | +22.7% | +11.7% | +11.0% | +12.8% |
| 1Y | +14.7% | +17.5% | -2.8% | +1.3% |
| All | +14.7% | +17.2% | -2.6% | +1.3% |
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 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