-50.1%
CONY vs SPY
+12.3%
-62.5%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.4% | -1.2% | -4.5% |
| 7D | 0.0% | +0.1% | -0.1% | -0.4% |
| 30D | -21.2% | -3.3% | -17.9% | -14.0% |
| 3M | -8.2% | -2.4% | -5.8% | -1.6% |
| 6M | -25.0% | +2.6% | -27.6% | -28.7% |
| YTD | -33.5% | +11.2% | -44.7% | -47.8% |
| All | -50.1% | +12.3% | -62.5% | -61.2% |
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 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