-98.3%
CVM vs SPY
+78.1%
-176.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -0.4% | +7.9% | +7.9% |
| 7D | -11.7% | +2.6% | -14.3% | -13.9% |
| 30D | -25.1% | -2.0% | -23.2% | -24.1% |
| 3M | -14.1% | -2.8% | -11.3% | -12.0% |
| 6M | +6.7% | +2.1% | +4.5% | +4.7% |
| YTD | -75.7% | +11.5% | -87.2% | -77.9% |
| 1Y | -80.7% | +13.5% | -94.2% | -82.7% |
| 3Y | -98.3% | +77.7% | -176.0% | -98.9% |
| All | -98.3% | +78.1% | -176.3% | -98.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling