+287.9%
CVLG vs SPY
+318.9%
-31.0%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.1% |
| 7D | +2.8% | -2.0% | +4.8% | +5.1% |
| 30D | +5.9% | -1.7% | +7.6% | +7.9% |
| 3M | -19.3% | +4.7% | -24.0% | -23.6% |
| 6M | +34.1% | +12.5% | +21.6% | +17.1% |
| YTD | +61.0% | +11.7% | +49.3% | +42.0% |
| 1Y | +54.8% | +17.5% | +37.3% | +29.2% |
| 3Y | +54.9% | +76.6% | -21.6% | -16.9% |
| 5Y | +230.3% | +82.0% | +148.2% | +69.8% |
| All | +287.9% | +318.9% | -31.0% | -26.4% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling