+146.9%
CVE vs SPY
+308.5%
-161.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.0% | +2.1% |
| 7D | +4.6% | +3.3% | +1.3% | +0.6% |
| 30D | -12.0% | -2.7% | -9.3% | -9.5% |
| 3M | -3.8% | -1.7% | -2.0% | -2.5% |
| 6M | -2.7% | +3.1% | -5.8% | -8.0% |
| YTD | +73.6% | +11.9% | +61.7% | +46.5% |
| 1Y | +62.0% | +12.0% | +50.0% | +36.2% |
| 3Y | +72.7% | +78.2% | -5.5% | -22.1% |
| 5Y | +153.9% | +73.2% | +80.7% | +16.7% |
| All | +146.9% | +308.5% | -161.6% | -56.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling