-100.0%
CNEY vs SPY
+109.3%
-209.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.4% | -0.4% | -0.3% |
| 7D | +16.9% | +0.1% | +16.8% | +17.1% |
| 30D | +6.1% | -3.3% | +9.4% | +10.1% |
| 3M | -22.6% | -2.4% | -20.2% | -20.6% |
| 6M | -29.7% | +2.6% | -32.3% | -30.9% |
| YTD | -15.0% | +11.2% | -26.3% | -23.3% |
| 1Y | -70.3% | +13.4% | -83.7% | -73.7% |
| 3Y | -99.2% | +79.9% | -179.1% | -99.6% |
| 5Y | -100.0% | +72.2% | -172.2% | -100.0% |
| All | -100.0% | +109.3% | -209.3% | -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