-88.0%
CONL vs SPY
+85.7%
-173.7%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.3% | -3.1% | -4.2% |
| 7D | -13.6% | -2.7% | -10.9% | +0.3% |
| 30D | -46.7% | -5.4% | -41.3% | -27.2% |
| 3M | -29.0% | -4.1% | -24.9% | -6.5% |
| 6M | -67.4% | +0.7% | -68.2% | -64.9% |
| YTD | -81.0% | +8.7% | -89.6% | -83.9% |
| 1Y | -89.6% | +10.9% | -100.5% | -91.8% |
| 3Y | -77.3% | +75.0% | -152.3% | -95.4% |
| All | -88.0% | +85.7% | -173.7% | -97.5% |
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 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