+5,380.4%
CVCO vs SPY
+1,099.8%
+4,280.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.7% | -2.6% |
| 7D | -0.9% | +0.5% | -1.4% | -1.5% |
| 30D | -7.5% | -0.9% | -6.5% | -6.4% |
| 3M | -2.7% | +3.9% | -6.5% | -6.8% |
| 6M | +2.2% | +14.5% | -12.4% | -12.3% |
| YTD | -7.2% | +12.9% | -20.1% | -19.1% |
| 1Y | +0.3% | +19.4% | -19.0% | -18.1% |
| 3Y | +101.2% | +78.5% | +22.7% | +3.1% |
| 5Y | +119.4% | +81.8% | +37.6% | +12.8% |
| 10Y | +425.8% | +311.5% | +114.3% | +17.9% |
| All | +5,380.4% | +1,099.8% | +4,280.6% | +454.5% |
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