-3.1%
CNRG vs SPY
+82.3%
-85.4%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | -0.5% |
| 7D | +0.1% | -0.8% | +0.9% | +1.1% |
| 30D | -7.2% | -1.1% | -6.2% | -5.9% |
| 3M | -17.5% | +3.9% | -21.3% | -21.0% |
| 6M | -4.0% | +13.6% | -17.6% | -17.4% |
| YTD | -0.5% | +12.7% | -13.1% | -13.2% |
| 1Y | +19.0% | +17.5% | +1.5% | -0.4% |
| 3Y | +26.4% | +76.9% | -50.5% | -34.9% |
| All | -3.1% | +82.3% | -85.4% | -50.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling