-100.0%
CNEY vs SPY
+110.6%
-210.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.7% | -0.4% | -9.3% | -9.3% |
| 7D | +4.4% | +3.3% | +1.1% | +1.3% |
| 30D | +2.7% | -2.7% | +5.4% | +6.0% |
| 3M | -20.4% | -1.7% | -18.6% | -18.8% |
| 6M | -33.2% | +3.1% | -36.2% | -34.6% |
| YTD | -19.0% | +11.9% | -30.8% | -27.2% |
| 1Y | -71.0% | +12.0% | -83.0% | -74.0% |
| 3Y | -99.3% | +78.2% | -177.4% | -99.6% |
| 5Y | -100.0% | +73.2% | -173.2% | -100.0% |
| All | -100.0% | +110.6% | -210.6% | -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