+134.8%
CVE vs SPY
+71.5%
+63.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.4% | -1.9% | -1.3% |
| 7D | -10.1% | +0.1% | -10.2% | -10.3% |
| 30D | -12.1% | -3.3% | -8.8% | -10.0% |
| 3M | -1.9% | -2.4% | +0.5% | -0.4% |
| 6M | -1.8% | +2.6% | -4.4% | -4.9% |
| YTD | +65.8% | +11.2% | +54.5% | +48.9% |
| 1Y | +60.8% | +13.4% | +47.5% | +41.8% |
| 3Y | +70.1% | +79.9% | -9.8% | -0.4% |
| 5Y | +134.8% | +72.2% | +62.6% | +43.4% |
| All | +134.8% | +71.5% | +63.3% | +43.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling