+73.0%
CF vs SPY
+77.4%
-4.4%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.9% | -3.2% |
| 7D | +6.0% | +0.1% | +5.9% | +6.0% |
| 30D | +14.8% | +0.1% | +14.8% | +14.8% |
| 3M | +14.1% | +2.0% | +12.1% | +13.8% |
| 6M | +28.5% | +13.0% | +15.5% | +25.7% |
| YTD | +74.9% | +13.5% | +61.4% | +70.7% |
| 1Y | +61.7% | +20.0% | +41.7% | +54.0% |
| All | +73.0% | +77.4% | -4.4% | +34.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling