-100.0%
CNSY vs SPY
+322.5%
-422.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.9% | -3.4% | -3.5% |
| 7D | -15.6% | -0.8% | -14.8% | -14.8% |
| 30D | -37.0% | -1.1% | -36.0% | -36.0% |
| 3M | -57.0% | +3.9% | -60.9% | -58.6% |
| 6M | -69.9% | +13.6% | -83.5% | -73.8% |
| YTD | -81.7% | +12.7% | -94.4% | -83.8% |
| 1Y | -80.2% | +17.5% | -97.7% | -83.2% |
| 3Y | -93.8% | +76.9% | -170.7% | -96.7% |
| 5Y | -99.7% | +83.6% | -183.3% | -99.8% |
| All | -100.0% | +322.5% | -422.5% | -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 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