-93.6%
CNVS vs SPY
+318.8%
-412.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.5% |
| 7D | -4.3% | -1.2% | -3.1% | -3.0% |
| 30D | -17.8% | -2.0% | -15.9% | -16.0% |
| 3M | -21.6% | +2.8% | -24.5% | -24.1% |
| 6M | -15.0% | +15.5% | -30.5% | -27.8% |
| YTD | +4.7% | +12.2% | -7.4% | -8.1% |
| 1Y | -35.0% | +17.0% | -52.0% | -45.7% |
| 3Y | +76.8% | +75.4% | +1.4% | -3.9% |
| 5Y | -94.9% | +83.3% | -178.2% | -97.3% |
| 10Y | -93.6% | +319.1% | -412.6% | -97.9% |
| All | -93.6% | +318.8% | -412.4% | -97.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling