-60.5%
CVGI vs SPY
+79.7%
-140.2%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.4% | +4.9% | +5.1% |
| 7D | +3.8% | +0.1% | +3.7% | +3.6% |
| 30D | -14.7% | +0.1% | -14.8% | -14.8% |
| 3M | -41.3% | +2.0% | -43.3% | -43.1% |
| 6M | +85.1% | +13.0% | +72.1% | +54.6% |
| YTD | +125.0% | +13.5% | +111.5% | +88.2% |
| 1Y | +94.0% | +20.0% | +74.0% | +50.3% |
| All | -60.5% | +79.7% | -140.2% | -78.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling