-61.8%
CVGI vs SPY
+74.0%
-135.9%
-92.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.4% | +4.0% | +4.0% |
| 7D | +5.5% | +3.3% | +2.2% | +1.3% |
| 30D | +22.8% | -2.7% | +25.5% | +27.0% |
| 3M | +9.5% | -1.7% | +11.3% | +11.9% |
| 6M | -36.1% | +3.1% | -39.2% | -38.6% |
| YTD | +139.6% | +11.9% | +127.7% | +109.4% |
| 1Y | +130.0% | +12.0% | +118.0% | +100.6% |
| 3Y | -40.2% | +78.2% | -118.4% | -68.1% |
| 5Y | -61.8% | +73.2% | -135.1% | -79.0% |
| All | -61.8% | +74.0% | -135.9% | -79.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling