+69.7%
CVLT vs SPY
+81.8%
-12.0%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -1.6% |
| 7D | +3.2% | +0.5% | +2.7% | +2.6% |
| 30D | -1.4% | -0.9% | -0.5% | -0.2% |
| 3M | +9.2% | +3.9% | +5.3% | +4.7% |
| 6M | +53.2% | +14.5% | +38.7% | +31.4% |
| YTD | +6.4% | +12.9% | -6.5% | -7.2% |
| 1Y | -27.5% | +19.4% | -46.9% | -40.5% |
| 3Y | +95.9% | +78.5% | +17.4% | +9.6% |
| 5Y | +69.7% | +81.8% | -12.0% | -7.8% |
| All | +69.7% | +81.8% | -12.0% | -7.8% |
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 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