-100.0%
CVM vs SPY
+2,954.7%
-3,054.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.3% | +5.5% | +5.6% |
| 7D | +5.1% | -2.7% | +7.8% | +7.0% |
| 30D | -31.9% | -5.4% | -26.5% | -29.3% |
| 3M | -9.9% | -4.1% | -5.8% | -7.2% |
| 6M | 0.0% | +0.7% | -0.7% | -0.4% |
| YTD | -72.4% | +8.7% | -81.1% | -73.8% |
| 1Y | -78.2% | +10.9% | -89.0% | -79.6% |
| 3Y | -97.9% | +75.0% | -172.9% | -98.6% |
| 5Y | -99.6% | +67.8% | -167.4% | -99.7% |
| 10Y | -99.2% | +312.9% | -412.1% | -99.7% |
| All | -100.0% | +2,954.7% | -3,054.7% | -100.0% |
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