+84.2%
CVRT vs SPY
+86.7%
-2.5%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.3% | +0.6% | +0.5% |
| 7D | +0.5% | -0.9% | +1.4% | +1.5% |
| 30D | -7.4% | -2.4% | -5.0% | -5.0% |
| 3M | -10.8% | -1.2% | -9.6% | -9.6% |
| 6M | -17.6% | +3.3% | -20.9% | -20.0% |
| YTD | +13.2% | +12.3% | +0.9% | +1.4% |
| 1Y | +12.6% | +12.4% | +0.2% | +0.8% |
| 3Y | +89.0% | +78.8% | +10.2% | +6.0% |
| All | +84.2% | +86.7% | -2.5% | -0.6% |
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