+54.6%
CVMC vs SPY
+95.2%
-40.5%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.5% |
| 7D | +2.0% | +2.6% | -0.6% | -0.5% |
| 30D | +3.6% | -2.0% | +5.6% | +5.5% |
| 3M | -2.9% | -2.8% | -0.1% | -0.4% |
| 6M | +8.7% | +2.1% | +6.6% | +6.3% |
| YTD | +20.1% | +11.5% | +8.7% | +8.0% |
| 1Y | +23.0% | +13.5% | +9.5% | +8.7% |
| 3Y | +70.3% | +77.7% | -7.4% | -5.1% |
| All | +54.6% | +95.2% | -40.5% | -21.3% |
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