-45.4%
CVGI vs SPY
+312.5%
-357.9%
-93.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.5% | -3.6% | -3.5% |
| 7D | -2.9% | -0.4% | -2.5% | -2.4% |
| 30D | -8.2% | -1.4% | -6.8% | -6.5% |
| 3M | -41.1% | +3.7% | -44.8% | -44.1% |
| 6M | +82.0% | +13.0% | +69.0% | +55.2% |
| YTD | +111.1% | +12.4% | +98.7% | +83.0% |
| 1Y | +65.2% | +18.5% | +46.7% | +34.0% |
| 3Y | -62.9% | +77.6% | -140.6% | -81.5% |
| 5Y | -66.5% | +81.7% | -148.2% | -83.7% |
| 10Y | -45.4% | +319.7% | -365.1% | -90.2% |
| All | -45.4% | +312.5% | -357.9% | -90.2% |
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