-85.3%
CONX vs SPY
+16.2%
-101.6%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +1.3% | +5.1% | -0.8% |
| 7D | -20.2% | -0.9% | -19.3% | -14.8% |
| 30D | -46.2% | -2.4% | -43.8% | -35.1% |
| 3M | -29.8% | -1.2% | -28.6% | -18.6% |
| 6M | -71.5% | +3.3% | -74.8% | -73.8% |
| YTD | -80.1% | +12.3% | -92.4% | -87.4% |
| All | -85.3% | +16.2% | -101.6% | -92.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling