+8.5%
CONY vs SPY
+71.4%
-63.0%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.4% | -1.7% |
| 7D | -4.6% | -2.7% | -1.9% | +1.2% |
| 30D | -21.7% | -5.4% | -16.3% | -11.4% |
| 3M | -5.6% | -4.1% | -1.5% | +4.2% |
| 6M | -25.1% | +0.7% | -25.8% | -25.2% |
| YTD | -34.2% | +8.7% | -42.9% | -43.0% |
| 1Y | -47.5% | +10.9% | -58.4% | -56.1% |
| 3Y | -9.5% | +75.0% | -84.5% | -66.4% |
| All | +8.5% | +71.4% | -63.0% | -58.5% |
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