+159.8%
CVE vs SPYG
+410.1%
-250.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.5% | +3.0% | +2.9% |
| 7D | +0.2% | +1.2% | -1.0% | -0.9% |
| 30D | +17.5% | -1.6% | +19.0% | +18.9% |
| 3M | +16.2% | +3.4% | +12.9% | +11.7% |
| 6M | +47.8% | +18.9% | +28.9% | +23.6% |
| YTD | +98.5% | +13.8% | +84.7% | +72.4% |
| 1Y | +109.8% | +20.6% | +89.2% | +71.8% |
| 3Y | +75.5% | +100.5% | -25.0% | -14.3% |
| 5Y | +341.6% | +84.6% | +257.0% | +127.3% |
| 10Y | +159.8% | +410.8% | -251.0% | -52.8% |
| All | +159.8% | +410.1% | -250.3% | -52.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling