-25.3%
CVV vs SPY
+312.5%
-337.9%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.7% | -1.7% |
| 7D | -2.9% | -0.4% | -2.5% | -2.6% |
| 30D | -18.1% | -1.4% | -16.7% | -17.1% |
| 3M | +6.8% | +3.7% | +3.1% | +4.2% |
| 6M | +65.9% | +13.0% | +52.9% | +52.6% |
| YTD | +107.8% | +12.4% | +95.4% | +93.4% |
| 1Y | +114.7% | +18.5% | +96.2% | +93.0% |
| 3Y | -16.6% | +77.6% | -94.3% | -45.5% |
| 5Y | +38.1% | +81.7% | -43.6% | -12.0% |
| 10Y | -25.3% | +319.7% | -345.0% | -72.1% |
| All | -25.3% | +312.5% | -337.9% | -72.1% |
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