+50.3%
CVMC vs SPY
+95.6%
-45.3%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.2% |
| 7D | -3.3% | -2.0% | -1.3% | -1.4% |
| 30D | -4.6% | -1.7% | -2.9% | -3.0% |
| 3M | +3.9% | +4.7% | -0.8% | -0.7% |
| 6M | +14.4% | +12.5% | +1.9% | +2.0% |
| YTD | +16.8% | +11.7% | +5.1% | +4.9% |
| 1Y | +19.6% | +17.5% | +2.1% | +2.3% |
| 3Y | +56.5% | +76.6% | -20.0% | -12.0% |
| All | +50.3% | +95.6% | -45.3% | -23.6% |
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