+661.1%
CVI vs SPY
+617.7%
+43.4%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.4% | +2.5% | +2.7% |
| 7D | +6.6% | +0.1% | +6.5% | +6.3% |
| 30D | +43.1% | +0.1% | +43.0% | +42.9% |
| 3M | +32.3% | +2.0% | +30.3% | +27.6% |
| 6M | +69.3% | +13.0% | +56.3% | +38.0% |
| YTD | +76.0% | +13.5% | +62.5% | +42.4% |
| 1Y | +44.6% | +20.0% | +24.6% | +7.8% |
| 3Y | +44.8% | +77.2% | -32.4% | -41.3% |
| 5Y | +357.2% | +81.9% | +275.4% | +71.4% |
| 10Y | +582.1% | +314.1% | +268.1% | -28.7% |
| All | +661.1% | +617.7% | +43.4% | -69.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling