+189.8%
CNS vs SPY
+322.5%
-132.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.9% | -3.1% | -3.2% |
| 7D | -6.2% | -0.8% | -5.4% | -5.4% |
| 30D | -11.6% | -1.1% | -10.6% | -10.5% |
| 3M | -0.6% | +3.9% | -4.5% | -5.4% |
| 6M | +20.7% | +13.6% | +7.1% | +2.8% |
| YTD | +22.7% | +12.7% | +10.1% | +5.5% |
| 1Y | +8.2% | +17.5% | -9.3% | -11.8% |
| 3Y | +32.2% | +76.9% | -44.7% | -35.5% |
| 5Y | +3.1% | +83.6% | -80.5% | -52.0% |
| All | +189.8% | +322.5% | -132.7% | -45.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling