+91.9%
CON vs SPY
+39.4%
+52.6%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | 0.0% |
| 7D | +4.6% | -2.7% | +7.3% | +6.6% |
| 30D | +16.0% | -5.4% | +21.4% | +20.4% |
| 3M | +38.5% | -4.1% | +42.6% | +42.5% |
| 6M | +85.8% | +0.7% | +85.1% | +84.4% |
| YTD | +116.0% | +8.7% | +107.4% | +102.5% |
| 1Y | +127.9% | +10.9% | +117.1% | +110.3% |
| All | +91.9% | +39.4% | +52.6% | +51.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling