-100.0%
CYN vs SPY
+74.3%
-174.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.8% | -1.7% |
| 7D | -23.1% | -2.7% | -20.4% | -20.8% |
| 30D | -56.2% | -5.4% | -50.9% | -53.8% |
| 3M | -76.0% | -4.1% | -71.9% | -75.0% |
| 6M | -83.7% | +0.7% | -84.4% | -83.5% |
| YTD | -88.8% | +8.7% | -97.5% | -89.3% |
| 1Y | -93.8% | +10.9% | -104.6% | -94.1% |
| 3Y | -100.0% | +75.0% | -175.0% | -100.0% |
| 5Y | -100.0% | +67.8% | -167.8% | -100.0% |
| All | -100.0% | +74.3% | -174.3% | -100.0% |
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