-92.7%
CNTX vs SPY
+80.2%
-173.0%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.2% |
| 7D | +1.9% | -0.4% | +2.3% | +2.2% |
| 30D | -18.1% | -1.4% | -16.8% | -17.2% |
| 3M | -75.7% | +3.7% | -79.4% | -76.8% |
| 6M | -87.2% | +13.0% | -100.2% | -88.7% |
| YTD | -74.8% | +12.4% | -87.2% | -77.7% |
| 1Y | -56.3% | +18.5% | -74.8% | -63.2% |
| 3Y | -58.9% | +77.6% | -136.5% | -76.0% |
| All | -92.7% | +80.2% | -173.0% | -95.7% |
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