+110.9%
CF vs SPXU
-83.3%
+194.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | +0.3% |
| 7D | +4.8% | -7.6% | +12.3% | +4.0% |
| 30D | +4.7% | +5.3% | -0.6% | +5.3% |
| 3M | +7.4% | +9.6% | -2.2% | +8.6% |
| 6M | +0.6% | -4.5% | +5.1% | +0.1% |
| YTD | +64.1% | -25.9% | +90.0% | +57.7% |
| 1Y | +51.4% | -28.9% | +80.3% | +44.6% |
| 3Y | +67.8% | -80.5% | +148.3% | +31.5% |
| All | +110.9% | -83.3% | +194.2% | +76.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling