+470.4%
CVSA vs SPY
+312.5%
+157.9%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +1.0% |
| 7D | -6.1% | -0.4% | -5.8% | -5.9% |
| 30D | -2.2% | -1.4% | -0.8% | -1.1% |
| 3M | -0.1% | +3.7% | -3.8% | -3.4% |
| 6M | +22.1% | +13.0% | +9.1% | +10.2% |
| YTD | +21.7% | +12.4% | +9.3% | +10.2% |
| 1Y | -7.6% | +18.5% | -26.1% | -19.9% |
| 3Y | +184.7% | +77.6% | +107.1% | +79.6% |
| 5Y | +229.3% | +81.7% | +147.6% | +101.1% |
| 10Y | +470.4% | +319.7% | +150.7% | +54.9% |
| All | +470.4% | +312.5% | +157.9% | +54.9% |
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