+3.8%
CNNE vs SPY
+79.4%
-75.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.3% | -2.2% |
| 7D | -7.7% | -0.9% | -6.7% | -7.0% |
| 30D | +7.5% | -2.4% | +9.8% | +9.6% |
| 3M | +14.8% | -1.2% | +15.9% | +15.8% |
| 6M | +24.4% | +3.3% | +21.1% | +20.1% |
| YTD | +10.9% | +12.3% | -1.4% | -1.2% |
| 1Y | +13.7% | +12.4% | +1.3% | +1.2% |
| All | +3.8% | +79.4% | -75.6% | -53.3% |
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 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