+21.1%
CVSB vs SPY
+94.7%
-73.7%
-0.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.4% | -2.4% | 0.0% |
| 7D | +0.2% | +0.1% | +0.1% | +0.2% |
| 30D | +0.5% | -3.3% | +3.8% | +0.5% |
| 3M | +0.8% | -2.4% | +3.2% | +0.8% |
| 6M | +1.8% | +2.6% | -0.7% | +1.8% |
| YTD | +3.1% | +11.2% | -8.2% | +3.1% |
| 1Y | +3.8% | +13.4% | -9.6% | +3.8% |
| 3Y | +16.3% | +79.9% | -63.6% | +16.2% |
| All | +21.1% | +94.7% | -73.7% | +21.2% |
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