+130.1%
CVE vs SPYG
+401.0%
-270.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.7% | -2.2% | -1.7% |
| 7D | -10.1% | 0.0% | -10.1% | -10.3% |
| 30D | -12.1% | -8.4% | -3.7% | -5.8% |
| 3M | -1.9% | -6.2% | +4.4% | +2.7% |
| 6M | -1.8% | -1.8% | -0.1% | -2.4% |
| YTD | +65.8% | +8.4% | +57.4% | +49.0% |
| 1Y | +60.8% | +10.1% | +50.8% | +42.0% |
| 3Y | +70.1% | +94.9% | -24.8% | -15.5% |
| 5Y | +134.8% | +68.5% | +66.3% | +32.1% |
| 10Y | +130.1% | +392.2% | -262.1% | -52.5% |
| All | +130.1% | +401.0% | -270.9% | -52.5% |
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