+590.1%
CF vs SNY
+64.3%
+525.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.9% | -2.1% |
| 7D | -2.0% | -3.6% | +1.7% | -1.1% |
| 30D | +15.3% | -1.9% | +17.2% | +15.8% |
| 3M | +24.3% | -2.0% | +26.2% | +24.6% |
| 6M | +23.9% | +2.5% | +21.4% | +22.3% |
| YTD | +77.3% | -7.0% | +84.2% | +79.2% |
| 1Y | +58.7% | -4.4% | +63.1% | +58.7% |
| 3Y | +72.8% | -8.4% | +81.2% | +70.2% |
| 5Y | +228.8% | +9.5% | +219.2% | +192.3% |
| All | +590.1% | +64.3% | +525.8% | +434.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 10y: compounded portfolio wealth divided by compounded SNY 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…
10y analysis · Full analysis span regression · 6 months rolling