+890.0%
CVLT vs SPY
+720.9%
+169.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.6% | +1.6% |
| 7D | +4.5% | -0.6% | +5.1% | +5.1% |
| 30D | +7.0% | -3.7% | +10.7% | +11.3% |
| 3M | +20.7% | -2.7% | +23.5% | +24.4% |
| 6M | +60.1% | +2.2% | +58.0% | +56.6% |
| YTD | +34.3% | +10.8% | +23.4% | +20.7% |
| 1Y | +29.1% | +11.2% | +17.8% | +15.6% |
| 3Y | +139.2% | +76.5% | +62.7% | +37.6% |
| 5Y | +151.5% | +72.9% | +78.5% | +46.8% |
| 10Y | +225.5% | +304.8% | -79.3% | -21.1% |
| All | +890.0% | +720.9% | +169.1% | +57.0% |
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