-97.8%
CVRX vs SPY
+89.4%
-187.2%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.4% | -3.3% | -3.1% |
| 7D | -30.1% | +2.6% | -32.7% | -33.0% |
| 30D | -54.7% | -2.0% | -52.7% | -53.5% |
| 3M | -79.4% | -2.8% | -76.6% | -78.5% |
| 6M | -88.4% | +2.1% | -90.5% | -88.9% |
| YTD | -91.5% | +11.5% | -102.9% | -92.9% |
| 1Y | -93.2% | +13.5% | -106.6% | -94.5% |
| 3Y | -96.6% | +77.7% | -174.3% | -98.5% |
| 5Y | -96.7% | +72.6% | -169.3% | -98.5% |
| All | -97.8% | +89.4% | -187.2% | -99.1% |
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