-81.4%
CNXC vs SPY
+82.3%
-163.7%
-88.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.9% | +3.7% | +3.7% |
| 7D | -12.2% | -0.8% | -11.4% | -11.4% |
| 30D | +15.2% | -1.1% | +16.3% | +16.6% |
| 3M | +9.3% | +3.9% | +5.4% | +4.7% |
| 6M | -12.2% | +13.6% | -25.8% | -23.5% |
| YTD | -29.4% | +12.7% | -42.0% | -37.6% |
| 1Y | -45.2% | +17.5% | -62.7% | -53.7% |
| 3Y | -57.2% | +76.9% | -134.2% | -76.5% |
| All | -81.4% | +82.3% | -163.7% | -90.0% |
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 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