+71.2%
CVLG vs SPY
+79.4%
-8.1%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.3% | +0.8% | +0.8% |
| 7D | -1.3% | -0.9% | -0.4% | -0.3% |
| 30D | +5.1% | -2.4% | +7.4% | +7.6% |
| 3M | +0.4% | -1.2% | +1.6% | +1.4% |
| 6M | +3.0% | +3.3% | -0.3% | -1.5% |
| YTD | +52.7% | +12.3% | +40.4% | +32.7% |
| 1Y | +72.6% | +12.4% | +60.2% | +49.9% |
| All | +71.2% | +79.4% | -8.1% | -16.5% |
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 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