-99.5%
CVM vs SPY
+82.0%
-181.6%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.7% |
| 7D | +4.5% | +0.1% | +4.4% | +4.3% |
| 30D | +7.2% | +0.1% | +7.2% | +7.2% |
| 3M | +6.5% | +2.0% | +4.5% | +4.0% |
| 6M | -56.4% | +13.0% | -69.4% | -62.5% |
| YTD | -69.0% | +13.5% | -82.6% | -73.4% |
| 1Y | -85.5% | +20.0% | -105.5% | -88.3% |
| 3Y | -96.1% | +77.2% | -173.3% | -98.2% |
| All | -99.5% | +82.0% | -181.6% | -99.8% |
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