+167.0%
CVEO vs SPY
+312.5%
-145.5%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | 0.0% |
| 7D | +1.1% | -0.4% | +1.5% | +1.5% |
| 30D | +6.4% | -1.4% | +7.8% | +7.9% |
| 3M | -1.1% | +3.7% | -4.8% | -5.1% |
| 6M | +18.9% | +13.0% | +5.9% | +4.3% |
| YTD | +48.5% | +12.4% | +36.1% | +30.9% |
| 1Y | +48.0% | +18.5% | +29.5% | +23.2% |
| 3Y | +82.3% | +77.6% | +4.7% | -4.4% |
| 5Y | +53.9% | +81.7% | -27.7% | -22.9% |
| 10Y | +167.0% | +319.7% | -152.6% | -60.0% |
| All | +167.0% | +312.5% | -145.5% | -60.0% |
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