-86.2%
CONX vs SPY
+14.7%
-100.9%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.4% | -5.6% | -4.0% |
| 7D | -18.7% | -0.6% | -18.2% | -15.1% |
| 30D | -49.0% | -3.7% | -45.3% | -33.8% |
| 3M | -34.1% | -2.7% | -31.4% | -16.7% |
| 6M | -69.1% | +2.2% | -71.3% | -69.9% |
| YTD | -81.3% | +10.8% | -92.2% | -87.3% |
| All | -86.2% | +14.7% | -100.9% | -92.1% |
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