-73.4%
CVU vs SPY
+3,034.0%
-3,107.4%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.5% |
| 7D | -0.9% | +2.6% | -3.5% | -2.2% |
| 30D | -8.4% | -2.0% | -6.4% | -7.4% |
| 3M | -19.1% | -2.8% | -16.3% | -17.9% |
| 6M | +22.1% | +2.1% | +20.0% | +21.0% |
| YTD | +15.7% | +11.5% | +4.2% | +9.7% |
| 1Y | +123.4% | +13.5% | +110.0% | +110.1% |
| 3Y | +54.7% | +77.7% | -23.0% | +16.4% |
| 5Y | +56.3% | +72.6% | -16.3% | +18.9% |
| 10Y | -40.1% | +308.2% | -348.3% | -67.8% |
| All | -73.4% | +3,034.0% | -3,107.4% | -93.7% |
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