+10.2%
CONY vs SPY
+77.2%
-66.9%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.3% | +1.8% | +0.4% |
| 7D | -7.2% | -0.9% | -6.3% | -5.4% |
| 30D | -21.0% | -2.4% | -18.7% | -16.5% |
| 3M | -5.6% | -1.2% | -4.5% | -2.3% |
| 6M | -29.4% | +3.3% | -32.7% | -33.2% |
| YTD | -33.1% | +12.3% | -45.4% | -45.9% |
| 1Y | -48.3% | +12.4% | -60.7% | -58.1% |
| 3Y | -11.3% | +78.8% | -90.1% | -68.4% |
| All | +10.2% | +77.2% | -66.9% | -60.6% |
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