+110.7%
CNXT vs SPY
+370.1%
-259.5%
-69.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.2% |
| 7D | -0.3% | -0.8% | +0.4% | +0.2% |
| 30D | -8.3% | -1.1% | -7.3% | -7.6% |
| 3M | -13.2% | +3.9% | -17.1% | -15.3% |
| 6M | +1.9% | +13.6% | -11.7% | -6.3% |
| YTD | +8.6% | +12.7% | -4.1% | +0.5% |
| 1Y | +14.3% | +17.5% | -3.2% | +2.9% |
| 3Y | +82.6% | +76.9% | +5.7% | +21.6% |
| 5Y | +1.7% | +83.6% | -81.9% | -35.4% |
| 10Y | +59.5% | +320.7% | -261.2% | -56.7% |
| All | +110.7% | +370.1% | -259.5% | -46.4% |
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