-94.0%
CWVX vs SPY
+14.6%
-108.6%
-94.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.7% | +1.7% | -21.4% | -31.4% |
| 7D | -45.0% | -0.7% | -44.3% | -42.6% |
| 30D | -73.4% | -1.0% | -72.4% | -69.2% |
| 3M | -78.7% | -0.3% | -78.4% | -76.4% |
| 6M | -91.5% | +7.3% | -98.8% | -93.7% |
| YTD | -81.5% | +13.3% | -94.8% | -89.8% |
| 1Y | -94.0% | +14.8% | -108.8% | -96.8% |
| All | -94.0% | +14.6% | -108.6% | -96.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling