-44.7%
CONI vs SPY
+19.4%
-64.1%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -0.5% | +6.5% | +2.7% |
| 7D | -6.8% | +0.5% | -7.3% | -2.3% |
| 30D | -38.8% | -0.9% | -37.8% | -40.5% |
| 3M | -45.7% | +3.9% | -49.6% | -29.3% |
| 6M | -44.0% | +14.5% | -58.5% | +47.7% |
| YTD | -56.1% | +12.9% | -69.0% | +18.2% |
| 1Y | -44.7% | +19.4% | -64.1% | +141.2% |
| All | -44.7% | +19.4% | -64.1% | +141.2% |
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 2025-09-08 to 2026-09-08: 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling