+66.0%
CVE vs SPYG
+5.4%
+60.6%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -0.4% |
| 7D | -16.1% | -3.6% | -12.5% | -16.7% |
| 30D | -10.4% | -11.2% | +0.8% | -12.9% |
| 3M | -2.4% | -8.1% | +5.7% | -4.1% |
| 6M | -4.4% | -3.3% | -1.1% | -4.6% |
| YTD | +64.9% | +5.5% | +59.4% | +68.6% |
| 1Y | +66.0% | +7.0% | +59.1% | +69.5% |
| All | +66.0% | +5.4% | +60.6% | +69.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling