+73.2%
CVE vs SPY
+14.6%
+58.5%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +1.7% | -9.3% | -6.9% |
| 7D | -12.1% | -0.7% | -11.4% | -12.2% |
| 30D | -9.8% | -1.0% | -8.8% | -10.0% |
| 3M | -0.7% | -0.3% | -0.4% | -0.6% |
| 6M | -4.3% | +7.3% | -11.7% | -1.9% |
| YTD | +70.6% | +13.3% | +57.3% | +78.6% |
| 1Y | +73.2% | +14.8% | +58.4% | +80.9% |
| All | +73.2% | +14.6% | +58.5% | +80.9% |
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 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