+61.5%
CF vs SPG
+124.5%
-63.1%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.7% |
| 7D | -3.2% | +4.9% | -8.1% | -3.4% |
| 30D | +4.3% | +15.6% | -11.3% | +3.7% |
| 3M | +2.8% | +4.1% | -1.3% | +2.6% |
| 6M | +0.6% | +13.6% | -13.0% | -0.2% |
| YTD | +56.6% | +27.5% | +29.1% | +52.8% |
| 1Y | +49.6% | +32.2% | +17.4% | +45.0% |
| 3Y | +61.5% | +126.0% | -64.5% | +43.7% |
| All | +61.5% | +124.5% | -63.1% | +43.7% |
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