-100.0%
CNSY vs SPY
+913.9%
-1,013.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -0.5% | -7.3% | -7.3% |
| 7D | -15.3% | -0.4% | -14.9% | -14.9% |
| 30D | -35.2% | -1.4% | -33.8% | -34.0% |
| 3M | -54.7% | +3.7% | -58.4% | -56.2% |
| 6M | -66.8% | +13.0% | -79.8% | -70.6% |
| YTD | -80.5% | +12.4% | -92.9% | -82.5% |
| 1Y | -79.7% | +18.5% | -98.2% | -82.7% |
| 3Y | -92.8% | +77.6% | -170.4% | -95.9% |
| 5Y | -99.6% | +81.7% | -181.3% | -99.8% |
| 10Y | -100.0% | +319.7% | -419.7% | -100.0% |
| All | -100.0% | +913.9% | -1,013.9% | -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