-99.6%
CVM vs SPY
+72.1%
-171.7%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -0.4% | +7.9% | +8.0% |
| 7D | -11.7% | +2.6% | -14.3% | -14.7% |
| 30D | -25.1% | -2.0% | -23.2% | -23.8% |
| 3M | -14.1% | -2.8% | -11.3% | -11.5% |
| 6M | +6.7% | +2.1% | +4.5% | +3.6% |
| YTD | -75.7% | +11.5% | -87.2% | -78.6% |
| 1Y | -80.7% | +13.5% | -94.2% | -83.4% |
| 3Y | -98.3% | +77.7% | -176.0% | -99.2% |
| All | -99.6% | +72.1% | -171.7% | -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