+775.2%
CNX vs SPY
+810.4%
-35.2%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.9% | -2.9% | -3.0% |
| 7D | -4.2% | -0.8% | -3.4% | -3.4% |
| 30D | +0.5% | -1.1% | +1.5% | +1.6% |
| 3M | +11.8% | +3.9% | +8.0% | +6.5% |
| 6M | -11.9% | +13.6% | -25.5% | -25.1% |
| YTD | -2.3% | +12.7% | -15.0% | -16.5% |
| 1Y | +20.0% | +17.5% | +2.5% | -2.5% |
| 3Y | +61.2% | +76.9% | -15.7% | -21.9% |
| 5Y | +204.8% | +83.6% | +121.3% | +38.2% |
| 10Y | +142.1% | +320.7% | -178.6% | -64.1% |
| All | +775.2% | +810.4% | -35.2% | -44.2% |
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