+89.9%
CVE vs SPYG
+1,142.0%
-1,052.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.2% |
| 7D | +2.5% | +0.4% | +2.1% | +2.1% |
| 30D | +16.7% | -0.4% | +17.2% | +17.0% |
| 3M | +9.3% | +0.5% | +8.7% | +7.4% |
| 6M | +43.6% | +17.5% | +26.1% | +19.0% |
| YTD | +93.6% | +14.3% | +79.2% | +64.3% |
| 1Y | +98.8% | +21.7% | +77.0% | +57.4% |
| 3Y | +73.6% | +98.6% | -25.0% | -20.7% |
| 5Y | +312.5% | +85.1% | +227.4% | +94.8% |
| 10Y | +161.0% | +412.0% | -251.0% | -63.2% |
| All | +89.9% | +1,142.0% | -1,052.1% | -91.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling