-47.9%
CVV vs SPY
+311.8%
-359.7%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.3% | +0.7% | +0.8% |
| 7D | +7.3% | -0.9% | +8.2% | +8.3% |
| 30D | +1.2% | -2.4% | +3.6% | +3.6% |
| 3M | -47.2% | -1.2% | -46.0% | -46.6% |
| 6M | -44.3% | +3.3% | -47.6% | -45.3% |
| YTD | +33.7% | +12.3% | +21.4% | +24.4% |
| 1Y | +28.3% | +12.4% | +15.8% | +19.3% |
| 3Y | -28.8% | +78.8% | -107.6% | -53.7% |
| 5Y | -23.9% | +75.2% | -99.1% | -50.2% |
| 10Y | -47.9% | +311.1% | -359.0% | -79.2% |
| All | -47.9% | +311.8% | -359.7% | -79.2% |
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 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