-77.3%
CONL vs SPY
+75.1%
-152.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.3% | -3.1% | -4.3% |
| 7D | -13.6% | -2.7% | -10.9% | +1.2% |
| 30D | -46.7% | -5.4% | -41.3% | -25.8% |
| 3M | -29.0% | -4.1% | -24.9% | -5.0% |
| 6M | -67.4% | +0.7% | -68.2% | -65.0% |
| YTD | -81.0% | +8.7% | -89.6% | -84.4% |
| 1Y | -89.6% | +10.9% | -100.5% | -92.0% |
| 3Y | -77.3% | +75.0% | -152.3% | -92.6% |
| All | -77.3% | +75.1% | -152.4% | -92.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling