+56.7%
CON vs SPY
+45.6%
+11.1%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.1% |
| 7D | +0.6% | +0.1% | +0.5% | +0.5% |
| 30D | +12.3% | +0.1% | +12.2% | +12.3% |
| 3M | +38.6% | +2.0% | +36.6% | +36.6% |
| 6M | +47.3% | +13.0% | +34.3% | +34.8% |
| YTD | +76.4% | +13.5% | +62.8% | +60.5% |
| 1Y | +47.9% | +20.0% | +28.0% | +28.9% |
| All | +56.7% | +45.6% | +11.1% | +19.7% |
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 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