+354.0%
CVV vs SPY
+886.5%
-532.5%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | -0.4% | +14.4% | +14.3% |
| 7D | +14.4% | +2.6% | +11.8% | +12.5% |
| 30D | +15.8% | -2.0% | +17.8% | +17.6% |
| 3M | -39.5% | -2.8% | -36.8% | -38.4% |
| 6M | -33.6% | +2.1% | -35.8% | -34.0% |
| YTD | +46.9% | +11.5% | +35.4% | +39.7% |
| 1Y | +35.9% | +13.5% | +22.5% | +27.9% |
| 3Y | -18.2% | +77.7% | -95.9% | -41.9% |
| 5Y | -22.4% | +72.6% | -95.0% | -44.1% |
| 10Y | -42.7% | +308.2% | -350.9% | -75.2% |
| All | +354.0% | +886.5% | -532.5% | +22.5% |
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