-69.7%
CONX vs SPY
+17.5%
-87.2%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -0.4% | -8.2% | -6.4% |
| 7D | +4.5% | +0.1% | +4.4% | +5.0% |
| 30D | +41.6% | +0.1% | +41.6% | +44.1% |
| 3M | +6.4% | +2.0% | +4.4% | -0.7% |
| 6M | -42.8% | +13.0% | -55.8% | -69.5% |
| YTD | -58.9% | +13.5% | -72.4% | -77.0% |
| All | -69.7% | +17.5% | -87.2% | -85.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling