+117.6%
CON vs SPY
+12.1%
+105.6%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.7% | -0.8% |
| 7D | +0.8% | +2.6% | -1.8% | -0.5% |
| 30D | +13.6% | -2.0% | +15.6% | +14.6% |
| 3M | +21.4% | -2.8% | +24.2% | +22.9% |
| 6M | +65.2% | +2.1% | +63.0% | +64.0% |
| YTD | +117.7% | +11.5% | +106.2% | +102.6% |
| 1Y | +117.6% | +13.5% | +104.2% | +100.8% |
| All | +117.6% | +12.1% | +105.6% | +100.8% |
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