+62.8%
CVE vs SPY
+792.5%
-729.7%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.4% | +1.7% | +2.7% |
| 7D | -14.1% | -4.7% | -9.3% | -9.1% |
| 30D | -11.6% | -5.9% | -5.7% | -5.1% |
| 3M | 0.0% | -4.5% | +4.6% | +5.1% |
| 6M | -8.4% | +1.8% | -10.2% | -12.2% |
| YTD | +65.9% | +8.3% | +57.6% | +45.1% |
| 1Y | +69.4% | +9.3% | +60.1% | +46.0% |
| 3Y | +55.9% | +74.9% | -18.9% | -28.6% |
| 5Y | +146.2% | +67.3% | +78.9% | +16.7% |
| 10Y | +140.6% | +311.6% | -170.9% | -62.6% |
| All | +62.8% | +792.5% | -729.7% | -90.7% |
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