+93.1%
CVEO vs SPY
+304.1%
-211.0%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | 0.0% | 0.0% |
| 7D | -4.6% | -0.6% | -4.1% | -4.1% |
| 30D | +10.0% | -3.7% | +13.7% | +14.2% |
| 3M | +10.7% | -2.7% | +13.4% | +13.6% |
| 6M | +13.4% | +2.2% | +11.2% | +10.3% |
| YTD | +54.5% | +10.8% | +43.7% | +37.9% |
| 1Y | +59.0% | +11.2% | +47.8% | +41.2% |
| 3Y | +70.7% | +76.5% | -5.8% | -10.0% |
| 5Y | +64.7% | +72.9% | -8.3% | -12.6% |
| 10Y | +93.1% | +304.8% | -211.7% | -76.5% |
| All | +93.1% | +304.1% | -211.0% | -76.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling