-99.8%
CNVS vs SPY
+996.9%
-1,096.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.7% | -1.6% |
| 7D | -4.3% | -0.8% | -3.6% | -3.8% |
| 30D | -23.8% | -1.1% | -22.7% | -23.2% |
| 3M | -10.5% | +3.9% | -14.4% | -13.1% |
| 6M | -20.2% | +13.6% | -33.8% | -27.7% |
| YTD | +4.7% | +12.7% | -7.9% | -4.5% |
| 1Y | -35.8% | +17.5% | -53.3% | -43.3% |
| 3Y | +75.4% | +76.9% | -1.5% | +16.0% |
| 5Y | -94.7% | +83.6% | -178.3% | -96.5% |
| 10Y | -93.6% | +320.7% | -414.3% | -97.4% |
| All | -99.8% | +996.9% | -1,096.7% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling