+1,174.0%
CF vs SPXU
-100.0%
+1,274.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.3% | -4.5% | -2.8% |
| 7D | +6.0% | -0.1% | +6.1% | +6.0% |
| 30D | +14.8% | +0.8% | +14.0% | +15.1% |
| 3M | +14.1% | -4.7% | +18.8% | +12.5% |
| 6M | +28.5% | -29.6% | +58.1% | +13.8% |
| YTD | +74.9% | -29.9% | +104.8% | +55.1% |
| 1Y | +61.7% | -39.1% | +100.8% | +37.4% |
| 3Y | +80.3% | -80.0% | +160.3% | +11.6% |
| 5Y | +226.0% | -86.0% | +312.0% | +102.4% |
| 10Y | +569.9% | -99.5% | +669.4% | +67.0% |
| All | +1,174.0% | -100.0% | +1,274.0% | +0.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling