+224.0%
CVLG vs SPY
+81.8%
+142.2%
-47.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +1.1% |
| 7D | +3.3% | +0.5% | +2.8% | +2.7% |
| 30D | +1.9% | -0.9% | +2.9% | +3.0% |
| 3M | -20.7% | +3.9% | -24.6% | -24.0% |
| 6M | +34.5% | +14.5% | +19.9% | +16.1% |
| YTD | +60.9% | +12.9% | +48.0% | +41.3% |
| 1Y | +49.1% | +19.4% | +29.8% | +23.6% |
| 3Y | +54.8% | +78.5% | -23.6% | -13.4% |
| 5Y | +224.0% | +81.8% | +142.2% | +79.3% |
| All | +224.0% | +81.8% | +142.2% | +79.3% |
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