-25.4%
CVV vs SPY
+72.4%
-97.8%
-83.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.4% | -3.2% | -3.2% |
| 7D | +4.9% | -0.6% | +5.5% | +5.7% |
| 30D | -3.1% | -3.7% | +0.6% | +0.7% |
| 3M | -48.3% | -2.7% | -45.6% | -46.9% |
| 6M | -42.9% | +2.2% | -45.1% | -43.4% |
| YTD | +31.1% | +10.8% | +20.2% | +22.7% |
| 1Y | +17.7% | +11.2% | +6.5% | +9.9% |
| 3Y | -30.2% | +76.5% | -106.7% | -54.4% |
| All | -25.4% | +72.4% | -97.8% | -51.0% |
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 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