-65.9%
CVGI vs SPY
+81.8%
-147.7%
-92.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.6% | -1.5% |
| 7D | +2.6% | +0.5% | +2.0% | +1.8% |
| 30D | -12.7% | -0.9% | -11.7% | -11.6% |
| 3M | -37.6% | +3.9% | -41.5% | -40.9% |
| 6M | +107.2% | +14.5% | +92.7% | +74.6% |
| YTD | +120.1% | +12.9% | +107.2% | +90.5% |
| 1Y | +74.2% | +19.4% | +54.8% | +41.1% |
| 3Y | -61.3% | +78.5% | -139.8% | -79.4% |
| 5Y | -65.9% | +81.8% | -147.7% | -82.4% |
| All | -65.9% | +81.8% | -147.7% | -82.4% |
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 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