+50.7%
CF vs SPG
+33.1%
+17.7%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.6% | +2.0% | +2.8% |
| 7D | +4.8% | +5.6% | -0.8% | +7.2% |
| 30D | +9.7% | +17.6% | -7.9% | +17.2% |
| 3M | +1.2% | +7.5% | -6.2% | +3.9% |
| 6M | +7.4% | +18.5% | -11.2% | +17.1% |
| YTD | +60.5% | +30.9% | +29.6% | +77.4% |
| 1Y | +50.7% | +34.1% | +16.6% | +63.8% |
| All | +50.7% | +33.1% | +17.7% | +63.8% |
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 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