+467.4%
CF vs SPY
+306.4%
+161.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +3.0% | +2.9% |
| 7D | +4.8% | -0.6% | +5.3% | +4.7% |
| 30D | +9.7% | -3.7% | +13.4% | +12.4% |
| 3M | +1.2% | -2.7% | +4.0% | +2.6% |
| 6M | +7.4% | +2.2% | +5.2% | +3.7% |
| YTD | +60.5% | +10.8% | +49.7% | +42.3% |
| 1Y | +50.7% | +11.2% | +39.5% | +33.0% |
| 3Y | +64.8% | +76.5% | -11.7% | -10.1% |
| 5Y | +115.8% | +72.9% | +42.9% | +17.4% |
| All | +467.4% | +306.4% | +161.0% | +0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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