+579.7%
CF vs SPXU
-99.6%
+679.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.4% | +0.9% | -2.2% |
| 7D | -0.2% | +2.5% | -2.7% | +0.5% |
| 30D | +11.5% | +4.2% | +7.3% | +12.7% |
| 3M | +25.5% | -9.3% | +34.8% | +22.1% |
| 6M | +11.8% | -30.7% | +42.5% | +0.1% |
| YTD | +74.6% | -28.1% | +102.7% | +58.2% |
| 1Y | +57.7% | -35.2% | +92.9% | +39.1% |
| 3Y | +74.2% | -79.9% | +154.1% | +12.5% |
| 5Y | +223.8% | -86.4% | +310.2% | +108.2% |
| All | +579.7% | -99.6% | +679.3% | +53.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 10y: compounded portfolio wealth divided by compounded SPXU 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…
10y analysis · Full analysis span regression · 6 months rolling