-100.0%
CNEY vs SPY
+111.5%
-211.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.5% | +2.7% | +2.6% |
| 7D | +3.7% | -0.4% | +4.1% | +4.0% |
| 30D | -12.1% | -1.4% | -10.7% | -11.0% |
| 3M | -34.7% | +3.7% | -38.4% | -36.4% |
| 6M | -33.6% | +13.0% | -46.6% | -41.1% |
| YTD | -8.5% | +12.4% | -20.9% | -18.4% |
| 1Y | -77.0% | +18.5% | -95.5% | -80.6% |
| 3Y | -99.4% | +77.6% | -177.1% | -99.7% |
| 5Y | -100.0% | +81.7% | -181.7% | -100.0% |
| All | -100.0% | +111.5% | -211.5% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling