+156.8%
CVLT vs SPY
+312.5%
-155.7%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -0.8% |
| 7D | +0.1% | -0.4% | +0.4% | +0.5% |
| 30D | -5.6% | -1.4% | -4.2% | -4.1% |
| 3M | +8.1% | +3.7% | +4.4% | +4.3% |
| 6M | +53.4% | +13.0% | +40.4% | +35.8% |
| YTD | +5.0% | +12.4% | -7.4% | -6.5% |
| 1Y | -28.9% | +18.5% | -47.4% | -39.9% |
| 3Y | +93.4% | +77.6% | +15.8% | +14.6% |
| 5Y | +67.7% | +81.7% | -14.0% | -2.8% |
| 10Y | +156.8% | +319.7% | -162.9% | -31.8% |
| All | +156.8% | +312.5% | -155.7% | -31.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling