-100.0%
CYN vs SPY
+82.1%
-182.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | -0.4% | -8.0% | -8.1% |
| 7D | -13.7% | +0.1% | -13.8% | -13.7% |
| 30D | -19.8% | +0.1% | -19.9% | -19.8% |
| 3M | -35.4% | +2.0% | -37.4% | -36.1% |
| 6M | -42.8% | +13.0% | -55.8% | -47.4% |
| YTD | -62.3% | +13.5% | -75.8% | -65.3% |
| 1Y | -82.4% | +20.0% | -102.4% | -84.3% |
| 3Y | -100.0% | +77.2% | -177.2% | -100.0% |
| All | -100.0% | +82.1% | -182.1% | -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