+98.4%
CNXN vs SPY
+82.3%
+16.1%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.9% | +3.0% | +3.2% |
| 7D | +1.7% | -0.8% | +2.4% | +2.3% |
| 30D | +6.9% | -1.1% | +7.9% | +7.7% |
| 3M | +18.7% | +3.9% | +14.9% | +15.4% |
| 6M | +43.2% | +13.6% | +29.6% | +29.9% |
| YTD | +49.8% | +12.7% | +37.1% | +36.7% |
| 1Y | +33.1% | +17.5% | +15.6% | +17.7% |
| 3Y | +63.0% | +76.9% | -13.9% | +7.0% |
| All | +98.4% | +82.3% | +16.1% | +27.7% |
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