+41.1%
CONY vs SPY
+79.1%
-38.1%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.4% | -2.5% | -2.1% |
| 7D | +3.6% | +0.1% | +3.5% | +3.6% |
| 30D | +20.3% | +0.1% | +20.3% | +20.5% |
| 3M | +13.7% | +2.0% | +11.8% | +9.5% |
| 6M | -4.7% | +13.0% | -17.7% | -25.6% |
| YTD | -14.4% | +13.5% | -28.0% | -33.0% |
| 1Y | -36.7% | +20.0% | -56.7% | -54.9% |
| 3Y | +40.5% | +77.2% | -36.7% | -49.2% |
| All | +41.1% | +79.1% | -38.1% | -51.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling