+43.9%
CVEO vs SPY
+21.3%
+22.6%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | -0.3% |
| 7D | 0.0% | +0.3% | -0.2% | -0.2% |
| 30D | +9.3% | +0.2% | +9.1% | +9.1% |
| 3M | -1.3% | +2.8% | -4.1% | -3.2% |
| 6M | +24.9% | +14.3% | +10.6% | +12.3% |
| YTD | +47.6% | +14.0% | +33.6% | +32.8% |
| All | +43.9% | +21.3% | +22.6% | +23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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