+92.8%
CON vs SPY
+42.7%
+50.1%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.4% | -1.9% | -1.2% |
| 7D | +5.1% | +0.1% | +5.1% | +5.1% |
| 30D | +14.0% | -3.3% | +17.3% | +16.6% |
| 3M | +24.7% | -2.4% | +27.1% | +26.8% |
| 6M | +76.2% | +2.6% | +73.7% | +72.8% |
| YTD | +117.0% | +11.2% | +105.7% | +100.1% |
| 1Y | +121.5% | +13.4% | +108.1% | +101.2% |
| All | +92.8% | +42.7% | +50.1% | +49.3% |
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 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