+85.7%
CVIE vs SPY
+97.7%
-12.0%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.3% | +0.2% |
| 7D | +1.9% | +0.5% | +1.4% | +1.4% |
| 30D | +1.0% | -0.9% | +2.0% | +1.9% |
| 3M | +5.7% | +3.9% | +1.8% | +2.5% |
| 6M | +17.3% | +14.5% | +2.8% | +5.6% |
| YTD | +22.0% | +12.9% | +9.0% | +10.9% |
| 1Y | +31.5% | +19.4% | +12.1% | +14.8% |
| 3Y | +87.4% | +78.5% | +8.9% | +17.9% |
| All | +85.7% | +97.7% | -12.0% | +9.0% |
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 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