-43.5%
CONL vs SPY
+13.6%
-57.1%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | -0.4% | -8.1% | -6.7% |
| 7D | +5.0% | +0.1% | +4.8% | +5.4% |
| 30D | +42.5% | +0.1% | +42.5% | +44.6% |
| 3M | +5.7% | +2.0% | +3.7% | +1.4% |
| 6M | -43.5% | +13.0% | -56.5% | -64.0% |
| All | -43.5% | +13.6% | -57.1% | -64.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling