-87.6%
CONL vs SPY
+85.1%
-172.8%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.6% | -4.4% | -15.2% | +0.8% |
| 7D | -30.0% | -4.7% | -25.3% | -8.9% |
| 30D | -49.4% | -5.9% | -43.5% | -29.1% |
| 3M | -31.0% | -4.5% | -26.5% | -7.0% |
| 6M | -66.4% | +1.8% | -68.2% | -65.6% |
| YTD | -80.4% | +8.3% | -88.7% | -83.2% |
| 1Y | -90.9% | +9.3% | -100.3% | -92.3% |
| 3Y | -76.4% | +74.9% | -151.2% | -95.2% |
| All | -87.6% | +85.1% | -172.8% | -97.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling