+115.8%
CF vs SPXU
-83.3%
+199.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.1% | +1.4% | +2.7% |
| 7D | +4.8% | +0.5% | +4.3% | +4.8% |
| 30D | +9.7% | +10.9% | -1.2% | +11.0% |
| 3M | +1.2% | +9.6% | -8.4% | +2.3% |
| 6M | +7.4% | -4.7% | +12.0% | +6.7% |
| YTD | +60.5% | -24.6% | +85.1% | +54.5% |
| 1Y | +50.7% | -24.7% | +75.5% | +45.3% |
| 3Y | +64.8% | -80.0% | +144.8% | +29.4% |
| 5Y | +115.8% | -83.5% | +199.3% | +78.1% |
| All | +115.8% | -83.3% | +199.1% | +78.1% |
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