-80.0%
CNCK vs SPY
+82.3%
-162.2%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.4% | -2.1% |
| 7D | -2.5% | -0.8% | -1.8% | -2.0% |
| 30D | -3.0% | -1.1% | -2.0% | -2.3% |
| 3M | +15.7% | +3.9% | +11.8% | +13.1% |
| 6M | -20.2% | +13.6% | -33.8% | -26.1% |
| YTD | -23.8% | +12.7% | -36.5% | -29.0% |
| 1Y | -58.4% | +17.5% | -75.9% | -61.9% |
| 3Y | -81.1% | +76.9% | -158.0% | -84.2% |
| All | -80.0% | +82.3% | -162.2% | -83.3% |
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