+73.0%
CF vs SPG
+112.6%
-39.6%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.0% | -2.3% | -3.2% |
| 7D | +6.0% | -2.4% | +8.4% | +6.2% |
| 30D | +14.8% | -6.8% | +21.7% | +15.4% |
| 3M | +14.1% | +2.7% | +11.4% | +13.6% |
| 6M | +28.5% | +5.5% | +23.1% | +27.9% |
| YTD | +74.9% | +15.7% | +59.2% | +70.8% |
| 1Y | +61.7% | +20.9% | +40.8% | +56.4% |
| All | +73.0% | +112.6% | -39.6% | +47.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling