+253.2%
CVLG vs SPY
+2,732.2%
-2,479.0%
-93.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.6% |
| 7D | +1.4% | +3.3% | -1.9% | -1.3% |
| 30D | +4.4% | -2.7% | +7.0% | +6.7% |
| 3M | -3.5% | -1.7% | -1.8% | -2.2% |
| 6M | +4.1% | +3.1% | +1.0% | +1.0% |
| YTD | +49.8% | +11.9% | +37.9% | +35.8% |
| 1Y | +68.5% | +12.0% | +56.5% | +52.8% |
| 3Y | +67.2% | +78.2% | -11.0% | +3.3% |
| 5Y | +129.6% | +73.2% | +56.4% | +45.8% |
| 10Y | +262.3% | +309.6% | -47.4% | +19.5% |
| All | +253.2% | +2,732.2% | -2,479.0% | -61.2% |
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