-90.9%
CVKD vs SPY
+76.5%
-167.4%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.4% | -0.3% |
| 7D | -10.5% | -0.4% | -10.2% | -10.2% |
| 30D | -38.7% | -1.4% | -37.3% | -37.7% |
| 3M | -69.9% | +3.7% | -73.6% | -71.0% |
| 6M | -85.1% | +13.0% | -98.1% | -86.9% |
| YTD | -82.4% | +12.4% | -94.8% | -84.4% |
| 1Y | -90.9% | +18.5% | -109.4% | -92.2% |
| All | -90.9% | +76.5% | -167.4% | -94.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling