-94.7%
CNVS vs SPY
+82.3%
-177.0%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.7% | -2.1% |
| 7D | -4.3% | -0.8% | -3.6% | -3.3% |
| 30D | -23.8% | -1.1% | -22.7% | -22.7% |
| 3M | -10.5% | +3.9% | -14.4% | -15.1% |
| 6M | -20.2% | +13.6% | -33.8% | -33.3% |
| YTD | +4.7% | +12.7% | -7.9% | -11.6% |
| 1Y | -35.8% | +17.5% | -53.3% | -49.0% |
| 3Y | +75.4% | +76.9% | -1.5% | -21.4% |
| All | -94.7% | +82.3% | -177.0% | -97.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling