+134.5%
CVE vs SPY
+312.9%
-178.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -1.0% |
| 7D | -16.1% | -2.7% | -13.4% | -13.6% |
| 30D | -10.4% | -5.4% | -5.0% | -4.7% |
| 3M | -2.4% | -4.1% | +1.7% | +1.8% |
| 6M | -4.4% | +0.7% | -5.1% | -7.0% |
| YTD | +64.9% | +8.7% | +56.3% | +44.2% |
| 1Y | +66.0% | +10.9% | +55.1% | +41.1% |
| 3Y | +57.7% | +75.0% | -17.3% | -27.4% |
| 5Y | +144.7% | +67.8% | +76.9% | +17.0% |
| All | +134.5% | +312.9% | -178.4% | -60.4% |
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