+109.8%
CVE vs SPYG
+20.7%
+89.1%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.5% | +3.0% | +2.5% |
| 7D | +0.2% | +1.2% | -1.0% | +0.4% |
| 30D | +17.5% | -1.6% | +19.0% | +17.3% |
| 3M | +16.2% | +3.4% | +12.9% | +16.6% |
| 6M | +47.8% | +18.9% | +28.9% | +49.2% |
| YTD | +98.5% | +13.8% | +84.7% | +102.2% |
| 1Y | +109.8% | +20.6% | +89.2% | +115.0% |
| All | +109.8% | +20.7% | +89.1% | +115.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 2025-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded SPYG 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling