-16.3%
CONY vs SPY
+78.1%
-94.4%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -1.4% |
| 7D | -4.1% | +2.6% | -6.7% | -9.1% |
| 30D | -23.0% | -2.0% | -21.0% | -19.2% |
| 3M | -13.4% | -2.8% | -10.7% | -7.2% |
| 6M | -29.7% | +2.1% | -31.8% | -31.8% |
| YTD | -36.9% | +11.5% | -48.4% | -48.2% |
| 1Y | -48.1% | +13.5% | -61.6% | -58.7% |
| 3Y | -16.3% | +77.7% | -94.0% | -65.7% |
| All | -16.3% | +78.1% | -94.4% | -65.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling