+329.1%
CVSA vs SPY
+308.5%
+20.6%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.2% |
| 7D | +5.3% | +3.3% | +2.1% | +2.8% |
| 30D | -7.9% | -2.7% | -5.2% | -5.8% |
| 3M | -7.2% | -1.7% | -5.4% | -5.9% |
| 6M | -7.4% | +3.1% | -10.5% | -10.0% |
| YTD | +15.0% | +11.9% | +3.1% | +4.6% |
| 1Y | +22.9% | +12.0% | +10.9% | +11.6% |
| 3Y | +113.9% | +78.2% | +35.7% | +34.9% |
| 5Y | +261.7% | +73.2% | +188.5% | +130.9% |
| All | +329.1% | +308.5% | +20.6% | +19.6% |
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