-97.6%
CVKD vs SPY
+103.5%
-201.0%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.4% | +4.5% | +4.5% |
| 7D | +51.0% | +3.3% | +47.7% | +47.0% |
| 30D | +51.5% | -2.7% | +54.1% | +55.4% |
| 3M | -17.9% | -1.7% | -16.2% | -16.7% |
| 6M | -70.9% | +3.1% | -74.0% | -71.9% |
| YTD | -77.7% | +11.9% | -89.6% | -80.0% |
| 1Y | -87.7% | +12.0% | -99.6% | -88.9% |
| 3Y | -76.1% | +78.2% | -154.3% | -84.6% |
| All | -97.6% | +103.5% | -201.0% | -98.5% |
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