-89.9%
CONL vs SPY
+13.0%
-102.9%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.3% | +5.4% | -0.5% |
| 7D | -20.4% | -0.9% | -19.5% | -15.1% |
| 30D | -46.4% | -2.4% | -44.1% | -35.5% |
| 3M | -30.6% | -1.2% | -29.4% | -19.6% |
| 6M | -72.0% | +3.3% | -75.3% | -74.3% |
| YTD | -80.6% | +12.3% | -92.9% | -87.8% |
| 1Y | -89.9% | +12.4% | -102.4% | -93.5% |
| All | -89.9% | +13.0% | -102.9% | -93.5% |
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