+844.7%
SPYM vs CVE
+89.9%
+754.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | -0.1% |
| 7D | +0.1% | +2.5% | -2.4% | -0.3% |
| 30D | +0.1% | +16.7% | -16.7% | -2.7% |
| 3M | +2.0% | +9.3% | -7.2% | +0.1% |
| 6M | +13.1% | +43.6% | -30.5% | +5.2% |
| YTD | +13.6% | +93.6% | -80.0% | -0.1% |
| 1Y | +20.1% | +98.8% | -78.7% | +4.8% |
| 3Y | +77.6% | +73.6% | +4.0% | +55.9% |
| 5Y | +82.5% | +312.5% | -229.9% | +32.9% |
| 10Y | +317.6% | +161.0% | +156.6% | +186.6% |
| All | +844.7% | +89.9% | +754.7% | +546.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 CVE 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