+81.8%
CVRT vs SPY
+86.0%
-4.2%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -0.9% |
| 7D | +4.0% | +3.3% | +0.7% | +0.6% |
| 30D | -8.1% | -2.7% | -5.4% | -5.4% |
| 3M | -13.7% | -1.7% | -11.9% | -12.0% |
| 6M | -17.4% | +3.1% | -20.5% | -19.6% |
| YTD | +11.8% | +11.9% | -0.1% | +0.5% |
| 1Y | +11.5% | +12.0% | -0.5% | +0.3% |
| 3Y | +86.5% | +78.2% | +8.4% | +5.1% |
| All | +81.8% | +86.0% | -4.2% | -1.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling