+1,551.1%
CNS vs SPY
+978.0%
+573.1%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.7% |
| 7D | -3.4% | +0.1% | -3.5% | -3.5% |
| 30D | -4.4% | +0.1% | -4.4% | -4.4% |
| 3M | +9.5% | +2.0% | +7.5% | +6.0% |
| 6M | +22.8% | +13.0% | +9.7% | +3.5% |
| YTD | +30.9% | +13.5% | +17.3% | +9.5% |
| 1Y | +14.1% | +20.0% | -5.9% | -11.5% |
| 3Y | +35.0% | +77.2% | -42.2% | -38.6% |
| 5Y | +8.3% | +81.9% | -73.6% | -52.8% |
| 10Y | +201.7% | +314.1% | -112.3% | -56.9% |
| All | +1,551.1% | +978.0% | +573.1% | -12.7% |
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