+34.6%
CVBF vs SPY
+72.2%
-37.6%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.4% | -0.5% |
| 7D | -0.6% | -0.6% | 0.0% | -0.3% |
| 30D | +6.0% | -3.7% | +9.7% | +8.8% |
| 3M | +2.0% | -2.7% | +4.7% | +3.9% |
| 6M | +14.2% | +2.2% | +12.0% | +11.8% |
| YTD | +26.1% | +10.8% | +15.2% | +16.0% |
| 1Y | +27.4% | +11.2% | +16.2% | +16.9% |
| 3Y | +58.5% | +76.5% | -18.0% | +6.0% |
| 5Y | +34.6% | +72.9% | -38.3% | -10.6% |
| All | +34.6% | +72.2% | -37.6% | -10.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling