-70.1%
CVU vs SPY
+3,091.8%
-3,161.9%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.6% |
| 7D | -4.6% | +0.1% | -4.7% | -4.7% |
| 30D | +4.0% | +0.1% | +4.0% | +4.0% |
| 3M | +1.2% | +2.0% | -0.8% | +0.2% |
| 6M | +6.6% | +13.0% | -6.4% | +0.4% |
| YTD | +30.3% | +13.5% | +16.8% | +22.4% |
| 1Y | +116.8% | +20.0% | +96.8% | +98.2% |
| 3Y | +44.9% | +77.2% | -32.2% | +9.1% |
| 5Y | +70.3% | +81.9% | -11.6% | +26.1% |
| 10Y | -19.2% | +314.1% | -333.3% | -56.9% |
| All | -70.1% | +3,091.8% | -3,161.9% | -93.0% |
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