+568.0%
CF vs SPG
+109.7%
+458.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.4% |
| 7D | -3.2% | +4.9% | -8.1% | -5.0% |
| 30D | +4.3% | +15.6% | -11.3% | -1.2% |
| 3M | +2.8% | +4.1% | -1.3% | +1.0% |
| 6M | +0.6% | +13.6% | -13.0% | -4.6% |
| YTD | +56.6% | +27.5% | +29.1% | +40.8% |
| 1Y | +49.6% | +32.2% | +17.4% | +32.7% |
| 3Y | +61.5% | +126.0% | -64.5% | +12.7% |
| 5Y | +124.0% | +74.7% | +49.2% | +69.6% |
| All | +568.0% | +109.7% | +458.3% | +304.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling