-98.1%
CVKD vs SPY
+103.2%
-201.3%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.2% |
| 7D | -7.8% | -2.0% | -5.8% | -5.9% |
| 30D | -39.2% | -1.7% | -37.5% | -38.1% |
| 3M | -71.5% | +4.7% | -76.2% | -72.7% |
| 6M | -85.3% | +12.5% | -97.8% | -86.8% |
| YTD | -82.6% | +11.7% | -94.3% | -84.3% |
| 1Y | -91.1% | +17.5% | -108.6% | -92.2% |
| 3Y | -91.5% | +76.6% | -168.1% | -94.5% |
| All | -98.1% | +103.2% | -201.3% | -98.9% |
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