-100.0%
CVM vs SPY
+3,091.8%
-3,191.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.5% |
| 7D | +4.5% | +0.1% | +4.4% | +4.4% |
| 30D | +7.2% | +0.1% | +7.2% | +7.2% |
| 3M | +6.5% | +2.0% | +4.5% | +5.2% |
| 6M | -56.4% | +13.0% | -69.4% | -59.9% |
| YTD | -69.0% | +13.5% | -82.6% | -71.5% |
| 1Y | -85.5% | +20.0% | -105.5% | -87.1% |
| 3Y | -96.1% | +77.2% | -173.3% | -97.3% |
| 5Y | -99.5% | +81.9% | -181.4% | -99.7% |
| 10Y | -99.5% | +314.1% | -413.6% | -99.8% |
| All | -100.0% | +3,091.8% | -3,191.8% | -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