+104.6%
CVRT vs SPY
+86.8%
+17.7%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.2% |
| 7D | +1.9% | -0.4% | +2.3% | +2.3% |
| 30D | -1.2% | -1.4% | +0.1% | +0.2% |
| 3M | -5.1% | +3.7% | -8.9% | -8.5% |
| 6M | +14.8% | +13.0% | +1.7% | +1.9% |
| YTD | +25.8% | +12.4% | +13.4% | +12.4% |
| 1Y | +39.3% | +18.5% | +20.8% | +18.8% |
| All | +104.6% | +86.8% | +17.7% | +10.1% |
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