+5,294.5%
CF vs SPG
+692.7%
+4,601.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.9% | +7.0% | +6.5% |
| 7D | +0.4% | +5.0% | -4.6% | -1.6% |
| 30D | +2.2% | +12.3% | -10.1% | -2.6% |
| 3M | +2.1% | +1.9% | +0.3% | +1.0% |
| 6M | -6.5% | +14.4% | -21.0% | -12.1% |
| YTD | +55.6% | +26.5% | +29.1% | +39.3% |
| 1Y | +42.3% | +30.7% | +11.6% | +25.7% |
| 3Y | +55.7% | +122.6% | -66.9% | +7.7% |
| 5Y | +122.4% | +73.3% | +49.1% | +66.6% |
| 10Y | +568.5% | +111.1% | +457.4% | +306.2% |
| All | +5,294.5% | +692.7% | +4,601.8% | +1,324.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling