-87.8%
CONL vs SPY
+90.1%
-177.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.4% | -0.9% | -9.5% |
| 7D | -4.7% | +0.1% | -4.8% | -3.6% |
| 30D | -46.2% | -3.3% | -42.9% | -34.2% |
| 3M | -35.4% | -2.4% | -33.0% | -22.1% |
| 6M | -67.9% | +2.6% | -70.5% | -68.5% |
| YTD | -80.7% | +11.2% | -91.9% | -85.5% |
| 1Y | -90.3% | +13.4% | -103.7% | -93.1% |
| 3Y | -79.3% | +79.9% | -159.2% | -96.3% |
| All | -87.8% | +90.1% | -177.9% | -97.7% |
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 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