+143.5%
CVE vs SPYG
+400.9%
-257.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.7% | +1.0% | +1.3% |
| 7D | +0.1% | -1.5% | +1.6% | +1.2% |
| 30D | -10.8% | -7.2% | -3.6% | -5.5% |
| 3M | -4.3% | -4.6% | +0.3% | -1.3% |
| 6M | -1.5% | -1.2% | -0.2% | -2.5% |
| YTD | +70.7% | +9.3% | +61.4% | +52.3% |
| 1Y | +58.1% | +8.8% | +49.3% | +41.2% |
| 3Y | +69.8% | +93.3% | -23.5% | -14.8% |
| 5Y | +148.9% | +71.7% | +77.2% | +37.2% |
| 10Y | +143.5% | +399.8% | -256.3% | -48.5% |
| All | +143.5% | +400.9% | -257.3% | -48.5% |
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