+487.0%
CF vs SPG
+117.3%
+369.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.0% | -2.1% | -0.8% |
| 7D | -0.9% | +5.1% | -6.0% | -2.8% |
| 30D | +6.9% | +16.8% | -9.9% | +0.8% |
| 3M | +4.8% | +5.7% | -0.8% | +2.4% |
| 6M | +4.7% | +17.8% | -13.1% | -2.1% |
| YTD | +56.5% | +30.1% | +26.4% | +39.7% |
| 1Y | +48.4% | +32.8% | +15.6% | +31.4% |
| 3Y | +59.1% | +137.2% | -78.1% | +8.9% |
| 5Y | +109.5% | +81.5% | +28.1% | +56.3% |
| 10Y | +487.0% | +116.5% | +370.4% | +251.6% |
| All | +487.0% | +117.3% | +369.7% | +251.6% |
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 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