-99.8%
CNTN vs SPY
+71.8%
-171.6%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.5% |
| 7D | +6.3% | -0.4% | +6.6% | +6.6% |
| 30D | +18.2% | -1.4% | +19.6% | +19.5% |
| 3M | -17.5% | +3.7% | -21.2% | -20.2% |
| 6M | -50.3% | +13.0% | -63.3% | -54.9% |
| YTD | -27.1% | +12.4% | -39.5% | -33.3% |
| 1Y | -20.8% | +18.5% | -39.3% | -29.9% |
| 3Y | -97.5% | +77.6% | -175.1% | -98.4% |
| All | -99.8% | +71.8% | -171.6% | -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 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