-85.8%
CVEO vs SPY
+394.0%
-479.9%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.4% | +1.2% | +0.8% |
| 7D | -1.8% | +0.1% | -1.9% | -1.9% |
| 30D | +10.4% | -3.3% | +13.7% | +14.5% |
| 3M | +15.3% | -2.4% | +17.7% | +18.1% |
| 6M | +13.8% | +2.6% | +11.2% | +9.8% |
| YTD | +55.1% | +11.2% | +43.8% | +36.0% |
| 1Y | +59.7% | +13.4% | +46.3% | +36.8% |
| 3Y | +71.3% | +79.9% | -8.6% | -17.9% |
| 5Y | +67.8% | +72.2% | -4.4% | -17.1% |
| 10Y | +99.9% | +307.3% | -207.5% | -74.1% |
| All | -85.8% | +394.0% | -479.9% | -98.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling