+75.4%
CNVS vs SPY
+77.0%
-1.6%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.7% | -2.0% |
| 7D | -4.3% | -0.8% | -3.6% | -3.4% |
| 30D | -23.8% | -1.1% | -22.7% | -22.8% |
| 3M | -10.5% | +3.9% | -14.4% | -14.7% |
| 6M | -20.2% | +13.6% | -33.8% | -32.3% |
| YTD | +4.7% | +12.7% | -7.9% | -10.4% |
| 1Y | -35.8% | +17.5% | -53.3% | -48.1% |
| 3Y | +75.4% | +76.9% | -1.5% | -15.8% |
| All | +75.4% | +77.0% | -1.6% | -15.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling