+10.2%
CVRT vs SPY
+11.5%
-1.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.5% |
| 7D | -1.7% | -0.6% | -1.1% | -1.0% |
| 30D | -11.2% | -3.7% | -7.5% | -6.2% |
| 3M | -13.0% | -2.7% | -10.3% | -9.4% |
| 6M | -17.1% | +2.2% | -19.3% | -19.5% |
| YTD | +10.8% | +10.8% | 0.0% | -4.3% |
| All | +10.2% | +11.5% | -1.3% | -5.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling