+5,967.0%
CF vs SPG
+625.0%
+5,341.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.0% | -2.3% | -2.8% |
| 7D | +6.0% | -2.4% | +8.4% | +7.0% |
| 30D | +14.8% | -6.8% | +21.7% | +18.0% |
| 3M | +14.1% | +2.7% | +11.4% | +12.4% |
| 6M | +28.5% | +5.5% | +23.1% | +24.3% |
| YTD | +74.9% | +15.7% | +59.2% | +62.7% |
| 1Y | +61.7% | +20.9% | +40.8% | +47.5% |
| 3Y | +80.3% | +112.4% | -32.1% | +27.1% |
| 5Y | +226.0% | +101.4% | +124.6% | +129.0% |
| 10Y | +569.9% | +60.6% | +509.2% | +356.0% |
| All | +5,967.0% | +625.0% | +5,341.9% | +1,564.1% |
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