-89.7%
CNDT vs SPY
+294.1%
-383.8%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.9% | -0.5% | -14.4% | -14.3% |
| 7D | -8.3% | +0.5% | -8.9% | -8.8% |
| 30D | -2.9% | -0.9% | -2.0% | -1.7% |
| 3M | +14.6% | +3.9% | +10.7% | +9.5% |
| 6M | +18.7% | +14.5% | +4.2% | +1.1% |
| YTD | -14.1% | +12.9% | -27.0% | -24.9% |
| 1Y | -42.9% | +19.4% | -62.3% | -53.2% |
| 3Y | -45.4% | +78.5% | -123.8% | -72.4% |
| 5Y | -76.3% | +81.8% | -158.0% | -88.3% |
| All | -89.7% | +294.1% | -383.8% | -97.4% |
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