+115.8%
CF vs SPY
+72.2%
+43.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +3.0% | +2.7% |
| 7D | +4.8% | -0.6% | +5.3% | +4.7% |
| 30D | +9.7% | -3.7% | +13.4% | +10.8% |
| 3M | +1.2% | -2.7% | +4.0% | +1.8% |
| 6M | +7.4% | +2.2% | +5.2% | +5.8% |
| YTD | +60.5% | +10.8% | +49.7% | +52.1% |
| 1Y | +50.7% | +11.2% | +39.5% | +42.5% |
| 3Y | +64.8% | +76.5% | -11.7% | +19.1% |
| 5Y | +115.8% | +72.9% | +42.9% | +57.0% |
| All | +115.8% | +72.2% | +43.6% | +57.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling