+229.9%
CNRG vs SPY
+214.5%
+15.4%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -0.9% |
| 7D | +0.8% | -2.0% | +2.7% | +3.2% |
| 30D | -7.2% | -1.7% | -5.5% | -5.3% |
| 3M | -14.1% | +4.7% | -18.9% | -18.4% |
| 6M | -3.8% | +12.5% | -16.3% | -15.6% |
| YTD | -1.0% | +11.7% | -12.7% | -12.1% |
| 1Y | +19.9% | +17.5% | +2.4% | +1.3% |
| 3Y | +26.5% | +76.6% | -50.0% | -32.9% |
| 5Y | -1.8% | +82.0% | -83.9% | -49.2% |
| All | +229.9% | +214.5% | +15.4% | -1.2% |
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