+55.0%
CVMC vs SPY
+94.0%
-39.0%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | +0.1% |
| 7D | +0.5% | -0.6% | +1.1% | +1.0% |
| 30D | +2.7% | -3.7% | +6.4% | +6.3% |
| 3M | -1.3% | -2.7% | +1.4% | +1.2% |
| 6M | +8.5% | +2.2% | +6.3% | +6.0% |
| YTD | +20.4% | +10.8% | +9.6% | +8.9% |
| 1Y | +21.6% | +11.2% | +10.4% | +9.6% |
| 3Y | +70.7% | +76.5% | -5.8% | -4.3% |
| All | +55.0% | +94.0% | -39.0% | -20.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling