-32.0%
CNVS vs SPY
+16.6%
-48.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.4% |
| 7D | -4.3% | -1.2% | -3.1% | -3.2% |
| 30D | -17.8% | -2.0% | -15.9% | -16.3% |
| 3M | -21.6% | +2.8% | -24.5% | -23.1% |
| 6M | -15.0% | +15.5% | -30.5% | -25.7% |
| YTD | +4.7% | +12.2% | -7.4% | -6.6% |
| All | -32.0% | +16.6% | -48.6% | -41.0% |
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