+40.8%
CVV vs SPY
+81.8%
-41.0%
-83.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.4% | +0.4% |
| 7D | 0.0% | +0.5% | -0.5% | -0.6% |
| 30D | -19.8% | -0.9% | -18.9% | -19.0% |
| 3M | +6.1% | +3.9% | +2.3% | +2.9% |
| 6M | +77.3% | +14.5% | +62.8% | +60.0% |
| YTD | +112.3% | +12.9% | +99.4% | +95.3% |
| 1Y | +135.1% | +19.4% | +115.8% | +108.6% |
| 3Y | -14.8% | +78.5% | -93.3% | -45.0% |
| 5Y | +40.8% | +81.8% | -41.0% | -10.8% |
| All | +40.8% | +81.8% | -41.0% | -10.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling