+89.9%
CVE vs SPY
+835.4%
-745.5%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -0.8% |
| 7D | +2.5% | +0.1% | +2.4% | +2.3% |
| 30D | +16.7% | +0.1% | +16.7% | +16.5% |
| 3M | +9.3% | +2.0% | +7.3% | +5.6% |
| 6M | +43.6% | +13.0% | +30.6% | +20.2% |
| YTD | +93.6% | +13.5% | +80.0% | +60.8% |
| 1Y | +98.8% | +20.0% | +78.8% | +53.2% |
| 3Y | +73.6% | +77.2% | -3.6% | -21.3% |
| 5Y | +312.5% | +81.9% | +230.6% | +76.3% |
| 10Y | +161.0% | +314.1% | -153.0% | -59.2% |
| All | +89.9% | +835.4% | -745.5% | -89.7% |
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