+220.7%
CF vs SPXU
-86.1%
+306.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.3% | -4.5% | -3.1% |
| 7D | +6.0% | -0.1% | +6.1% | +6.0% |
| 30D | +14.8% | +0.8% | +14.0% | +15.0% |
| 3M | +14.1% | -4.7% | +18.8% | +13.6% |
| 6M | +28.5% | -29.6% | +58.1% | +22.4% |
| YTD | +74.9% | -29.9% | +104.8% | +66.8% |
| 1Y | +61.7% | -39.1% | +100.8% | +50.8% |
| 3Y | +80.3% | -80.0% | +160.3% | +42.1% |
| All | +220.7% | -86.1% | +306.8% | +160.6% |
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