-7.4%
CNNE vs SPY
+241.6%
-249.0%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.4% |
| 7D | +1.2% | +0.1% | +1.1% | +1.1% |
| 30D | +6.3% | +0.1% | +6.3% | +6.3% |
| 3M | +10.8% | +2.0% | +8.8% | +8.0% |
| 6M | +37.8% | +13.0% | +24.8% | +20.2% |
| YTD | +3.0% | +13.5% | -10.5% | -10.6% |
| 1Y | -11.1% | +20.0% | -31.1% | -27.5% |
| 3Y | -14.8% | +77.2% | -92.0% | -55.3% |
| 5Y | -47.6% | +81.9% | -129.5% | -72.9% |
| All | -7.4% | +241.6% | -249.0% | -73.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling