+134.5%
CVE vs SPYG
+388.2%
-253.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -1.3% |
| 7D | -16.1% | -3.6% | -12.5% | -13.7% |
| 30D | -10.4% | -11.2% | +0.8% | -1.5% |
| 3M | -2.4% | -8.1% | +5.7% | +3.9% |
| 6M | -4.4% | -3.3% | -1.1% | -3.8% |
| YTD | +64.9% | +5.5% | +59.4% | +51.6% |
| 1Y | +66.0% | +7.0% | +59.1% | +50.2% |
| 3Y | +57.7% | +89.5% | -31.8% | -19.8% |
| 5Y | +144.7% | +63.3% | +81.4% | +41.6% |
| All | +134.5% | +388.2% | -253.7% | -51.1% |
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