+202.1%
CVY vs SPY
+720.0%
-517.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.8% | +0.8% |
| 7D | +1.3% | +2.6% | -1.3% | -1.0% |
| 30D | +0.9% | -2.0% | +2.9% | +2.5% |
| 3M | -3.9% | -2.8% | -1.1% | -1.7% |
| 6M | +4.2% | +2.1% | +2.0% | +1.6% |
| YTD | +11.4% | +11.5% | -0.1% | 0.0% |
| 1Y | +13.8% | +13.5% | +0.3% | +0.5% |
| 3Y | +50.8% | +77.7% | -26.9% | -13.2% |
| 5Y | +43.3% | +72.6% | -29.3% | -16.3% |
| 10Y | +119.3% | +308.2% | -188.8% | -43.2% |
| All | +202.1% | +720.0% | -517.9% | -61.0% |
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 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