+29.7%
CVLT vs SPY
+13.0%
+16.7%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -2.2% |
| 7D | +2.6% | -0.9% | +3.6% | +3.4% |
| 30D | +7.3% | -2.4% | +9.7% | +9.6% |
| 3M | +19.6% | -1.2% | +20.7% | +21.0% |
| 6M | +60.3% | +3.3% | +57.0% | +56.8% |
| YTD | +33.0% | +12.3% | +20.7% | +19.1% |
| 1Y | +29.7% | +12.4% | +17.2% | +16.1% |
| All | +29.7% | +13.0% | +16.7% | +16.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling