+574.3%
CF vs SPYG
+410.1%
+164.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +1.0% |
| 7D | -0.9% | +1.2% | -2.1% | -1.6% |
| 30D | +18.1% | -1.6% | +19.6% | +19.0% |
| 3M | +23.4% | +3.4% | +20.0% | +20.2% |
| 6M | +17.1% | +18.9% | -1.8% | +3.2% |
| YTD | +76.2% | +13.8% | +62.4% | +59.3% |
| 1Y | +62.3% | +20.6% | +41.7% | +40.6% |
| 3Y | +71.8% | +100.5% | -28.7% | -0.3% |
| 5Y | +234.6% | +84.6% | +149.9% | +101.4% |
| 10Y | +574.3% | +410.8% | +163.5% | +33.6% |
| All | +574.3% | +410.1% | +164.2% | +33.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded SPYG 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling