+5,967.0%
CF vs SPY
+818.6%
+5,148.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.9% | -2.8% |
| 7D | +6.0% | +0.1% | +5.9% | +5.8% |
| 30D | +14.8% | +0.1% | +14.8% | +14.6% |
| 3M | +14.1% | +2.0% | +12.1% | +10.6% |
| 6M | +28.5% | +13.0% | +15.5% | +8.8% |
| YTD | +74.9% | +13.5% | +61.4% | +47.0% |
| 1Y | +61.7% | +20.0% | +41.7% | +27.1% |
| 3Y | +80.3% | +77.2% | +3.1% | -14.0% |
| 5Y | +226.0% | +81.9% | +144.1% | +44.2% |
| 10Y | +569.9% | +314.1% | +255.8% | +4.9% |
| All | +5,967.0% | +818.6% | +5,148.4% | +299.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling