+590.2%
CVI vs SPY
+322.5%
+267.8%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.9% | +1.3% | +1.2% |
| 7D | +11.6% | -0.8% | +12.4% | +12.5% |
| 30D | +41.7% | -1.1% | +42.8% | +43.4% |
| 3M | +63.9% | +3.9% | +60.1% | +56.1% |
| 6M | +76.1% | +13.6% | +62.5% | +48.6% |
| YTD | +96.4% | +12.7% | +83.7% | +67.1% |
| 1Y | +57.0% | +17.5% | +39.5% | +26.8% |
| 3Y | +51.8% | +76.9% | -25.1% | -28.0% |
| 5Y | +424.8% | +83.6% | +341.2% | +131.7% |
| All | +590.2% | +322.5% | +267.8% | -22.0% |
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 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