-98.0%
CVKD vs SPY
+106.5%
-204.5%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.4% | -4.3% | -4.3% |
| 7D | -20.8% | +0.1% | -20.9% | -20.9% |
| 30D | -37.8% | +0.1% | -37.8% | -37.8% |
| 3M | -71.7% | +2.0% | -73.7% | -72.3% |
| 6M | -85.3% | +13.0% | -98.3% | -87.0% |
| YTD | -82.0% | +13.5% | -95.6% | -84.0% |
| 1Y | -90.2% | +20.0% | -110.2% | -91.7% |
| 3Y | -90.9% | +77.2% | -168.1% | -94.1% |
| All | -98.0% | +106.5% | -204.5% | -98.8% |
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