-100.0%
CNSP vs SPY
+171.4%
-271.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.1% |
| 7D | -2.3% | -2.0% | -0.3% | -0.9% |
| 30D | +4.5% | -1.7% | +6.2% | +5.7% |
| 3M | +24.7% | +4.7% | +20.0% | +20.1% |
| 6M | +71.6% | +12.5% | +59.1% | +55.9% |
| YTD | +9.5% | +11.7% | -2.2% | -0.2% |
| 1Y | -17.9% | +17.5% | -35.3% | -27.9% |
| 3Y | -100.0% | +76.6% | -176.5% | -100.0% |
| 5Y | -100.0% | +82.0% | -182.0% | -100.0% |
| All | -100.0% | +171.4% | -271.4% | -100.0% |
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