-99.8%
CNTN vs SPY
+70.8%
-170.6%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.6% | -2.1% | -2.2% |
| 7D | -4.4% | -2.0% | -2.5% | -2.9% |
| 30D | +13.2% | -1.7% | +14.8% | +14.7% |
| 3M | -27.1% | +4.7% | -31.9% | -30.0% |
| 6M | -53.9% | +12.5% | -66.4% | -58.0% |
| YTD | -29.0% | +11.7% | -40.8% | -34.8% |
| 1Y | -29.5% | +17.5% | -47.0% | -37.2% |
| 3Y | -97.6% | +76.6% | -174.1% | -98.4% |
| All | -99.8% | +70.8% | -170.6% | -99.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling