+320.2%
CVE vs SPYG
+85.0%
+235.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.2% |
| 7D | +2.5% | +0.4% | +2.1% | +2.3% |
| 30D | +16.7% | -0.4% | +17.2% | +16.9% |
| 3M | +9.3% | +0.5% | +8.7% | +8.5% |
| 6M | +43.6% | +17.5% | +26.1% | +29.4% |
| YTD | +93.6% | +14.3% | +79.2% | +77.1% |
| 1Y | +98.8% | +21.7% | +77.0% | +74.5% |
| 3Y | +73.6% | +98.6% | -25.0% | +12.0% |
| All | +320.2% | +85.0% | +235.1% | +183.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling