-45.3%
CNVS vs SPY
+9.8%
-55.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -4.4% | -0.6% | -0.9% |
| 7D | +2.0% | -4.7% | +6.8% | +6.8% |
| 30D | -21.8% | -5.9% | -15.8% | -17.1% |
| 3M | -43.7% | -4.5% | -39.1% | -41.0% |
| 6M | -39.4% | +1.8% | -41.1% | -39.9% |
| YTD | -28.4% | +8.3% | -36.8% | -34.2% |
| 1Y | -45.3% | +9.3% | -54.6% | -50.5% |
| All | -45.3% | +9.8% | -55.1% | -50.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling