-0.3%
CNNE vs SPY
+237.8%
-238.2%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.3% | -2.4% |
| 7D | -7.7% | -0.9% | -6.7% | -6.9% |
| 30D | +7.5% | -2.4% | +9.8% | +10.0% |
| 3M | +14.8% | -1.2% | +15.9% | +15.9% |
| 6M | +24.4% | +3.3% | +21.1% | +19.2% |
| YTD | +10.9% | +12.3% | -1.4% | -3.0% |
| 1Y | +13.7% | +12.4% | +1.3% | -0.7% |
| 3Y | +3.4% | +78.8% | -75.4% | -46.6% |
| 5Y | -44.5% | +75.2% | -119.6% | -70.2% |
| All | -0.3% | +237.8% | -238.2% | -71.3% |
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