+403.6%
CVI vs SPY
+81.0%
+322.6%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.5% | +4.0% | +3.8% |
| 7D | +11.2% | -0.4% | +11.6% | +11.5% |
| 30D | +47.2% | -1.4% | +48.6% | +48.7% |
| 3M | +52.6% | +3.7% | +48.9% | +48.0% |
| 6M | +90.4% | +13.0% | +77.4% | +71.3% |
| YTD | +88.8% | +12.4% | +76.4% | +70.6% |
| 1Y | +45.0% | +18.5% | +26.4% | +25.2% |
| 3Y | +46.2% | +77.6% | -31.4% | -11.4% |
| 5Y | +403.6% | +81.7% | +321.9% | +207.0% |
| All | +403.6% | +81.0% | +322.6% | +207.0% |
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