-28.9%
CVLT vs SPY
+18.8%
-47.7%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -4.0% |
| 3M | +8.1% | +3.7% | +4.4% | +4.6% |
| 6M | +53.4% | +13.0% | +40.4% | +33.7% |
| YTD | +5.0% | +12.4% | -7.4% | -8.0% |
| 1Y | -28.9% | +18.5% | -47.4% | -47.3% |
| All | -28.9% | +18.8% | -47.7% | -47.3% |
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 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