+4,096.0%
CVBF vs SPY
+3,034.0%
+1,062.1%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.5% | +0.5% |
| 7D | -1.0% | +2.6% | -3.6% | -3.4% |
| 30D | +5.5% | -2.0% | +7.5% | +7.2% |
| 3M | -1.9% | -2.8% | +0.9% | +0.4% |
| 6M | +17.0% | +2.1% | +14.9% | +13.9% |
| YTD | +24.6% | +11.5% | +13.1% | +11.6% |
| 1Y | +25.6% | +13.5% | +12.1% | +10.6% |
| 3Y | +55.9% | +77.7% | -21.8% | -9.8% |
| 5Y | +33.5% | +72.6% | -39.1% | -22.4% |
| 10Y | +60.3% | +308.2% | -247.9% | -59.5% |
| All | +4,096.0% | +3,034.0% | +1,062.1% | +421.1% |
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