-100.0%
CVM vs SPY
+3,045.4%
-3,145.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -0.4% | -8.8% | -8.9% |
| 7D | -13.1% | +3.3% | -16.4% | -15.2% |
| 30D | -32.0% | -2.7% | -29.3% | -30.9% |
| 3M | -19.6% | -1.7% | -17.8% | -18.7% |
| 6M | 0.0% | +3.1% | -3.1% | -2.2% |
| YTD | -77.4% | +11.9% | -89.3% | -79.0% |
| 1Y | -82.3% | +12.0% | -94.3% | -83.6% |
| 3Y | -98.3% | +78.2% | -176.5% | -98.9% |
| 5Y | -99.7% | +73.2% | -172.9% | -99.8% |
| 10Y | -99.5% | +309.6% | -409.1% | -99.8% |
| All | -100.0% | +3,045.4% | -3,145.4% | -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