-97.2%
CVRX vs SPY
+89.0%
-186.2%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | +2.4% | -12.5% | -13.6% |
| 7D | -43.0% | +0.1% | -43.1% | -43.3% |
| 30D | -50.6% | -3.3% | -47.2% | -48.2% |
| 3M | -67.3% | -2.4% | -64.9% | -66.3% |
| 6M | -88.6% | +2.6% | -91.1% | -89.2% |
| YTD | -89.0% | +11.2% | -100.2% | -90.9% |
| 1Y | -92.0% | +13.4% | -105.3% | -93.5% |
| 3Y | -95.3% | +79.9% | -175.2% | -98.0% |
| 5Y | -95.8% | +72.2% | -168.0% | -98.1% |
| All | -97.2% | +89.0% | -186.2% | -98.8% |
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