+122.5%
CNK vs SPY
+77.0%
+45.5%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.5% |
| 7D | +0.1% | -0.8% | +0.9% | +0.4% |
| 30D | -5.8% | -1.1% | -4.7% | -5.4% |
| 3M | +3.4% | +3.9% | -0.5% | +2.0% |
| 6M | +35.6% | +13.6% | +22.0% | +29.4% |
| YTD | +52.3% | +12.7% | +39.6% | +45.6% |
| 1Y | +26.1% | +17.5% | +8.5% | +18.7% |
| 3Y | +122.5% | +76.9% | +45.6% | +70.4% |
| All | +122.5% | +77.0% | +45.5% | +70.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling