+38.8%
CNXN vs SPY
+9.9%
+28.9%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.9% |
| 7D | -8.8% | -2.7% | -6.1% | -6.7% |
| 30D | -13.9% | -5.4% | -8.6% | -10.6% |
| 3M | -8.4% | -4.1% | -4.3% | -5.5% |
| 6M | +22.8% | +0.7% | +22.1% | +22.9% |
| YTD | +38.2% | +8.7% | +29.5% | +30.3% |
| 1Y | +38.8% | +10.9% | +27.9% | +29.3% |
| All | +38.8% | +9.9% | +28.9% | +29.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling