-86.4%
CVEO vs SPY
+404.3%
-490.6%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.6% |
| 7D | +3.1% | +0.1% | +3.0% | +2.9% |
| 30D | +4.3% | +0.1% | +4.3% | +4.2% |
| 3M | -4.0% | +2.0% | -6.0% | -6.5% |
| 6M | +17.3% | +13.0% | +4.3% | +1.3% |
| YTD | +49.3% | +13.5% | +35.7% | +28.3% |
| 1Y | +45.5% | +20.0% | +25.6% | +17.1% |
| 3Y | +100.2% | +77.2% | +23.0% | -1.9% |
| 5Y | +49.2% | +81.9% | -32.7% | -31.1% |
| 10Y | +168.4% | +314.1% | -145.7% | -65.6% |
| All | -86.4% | +404.3% | -490.6% | -98.4% |
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