+61.7%
CF vs SPG
+21.3%
+40.4%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.0% | -2.3% | -3.6% |
| 7D | +6.0% | -2.4% | +8.4% | +5.1% |
| 30D | +14.8% | -6.8% | +21.7% | +12.3% |
| 3M | +14.1% | +2.7% | +11.4% | +15.8% |
| 6M | +28.5% | +5.5% | +23.1% | +35.5% |
| YTD | +74.9% | +15.7% | +59.2% | +80.0% |
| 1Y | +61.7% | +20.9% | +40.8% | +62.6% |
| All | +61.7% | +21.3% | +40.4% | +62.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 1y: compounded portfolio wealth divided by compounded SPG 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…
1y analysis · Full analysis span regression · 6 months rolling