+4.5%
CNNE vs SPY
+226.9%
-222.4%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -1.1% |
| 7D | +3.2% | -2.7% | +5.9% | +6.2% |
| 30D | +13.8% | -5.4% | +19.2% | +20.6% |
| 3M | +20.4% | -4.1% | +24.5% | +25.6% |
| 6M | +31.5% | +0.7% | +30.8% | +29.6% |
| YTD | +16.3% | +8.7% | +7.6% | +5.5% |
| 1Y | +6.0% | +10.9% | -4.8% | -6.0% |
| 3Y | +9.8% | +75.0% | -65.2% | -41.9% |
| 5Y | -46.2% | +67.8% | -114.0% | -69.8% |
| All | +4.5% | +226.9% | -222.4% | -68.8% |
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