-74.5%
CONL vs SPY
+94.0%
-168.5%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | -0.4% | -8.1% | -6.7% |
| 7D | +5.0% | +0.1% | +4.8% | +5.5% |
| 30D | +42.5% | +0.1% | +42.5% | +44.9% |
| 3M | +5.7% | +2.0% | +3.7% | -0.4% |
| 6M | -43.5% | +13.0% | -56.5% | -65.2% |
| YTD | -59.5% | +13.5% | -73.1% | -73.9% |
| 1Y | -81.4% | +20.0% | -101.3% | -89.8% |
| 3Y | -45.7% | +77.2% | -122.8% | -90.2% |
| All | -74.5% | +94.0% | -168.5% | -95.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling