+47.1%
CF vs SPYG
+5.6%
+41.5%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +1.5% |
| 7D | -3.2% | -3.6% | +0.5% | -5.9% |
| 30D | +4.3% | -11.2% | +15.5% | -5.1% |
| 3M | +2.8% | -8.1% | +10.9% | -3.5% |
| 6M | +0.6% | -3.3% | +3.9% | -0.1% |
| YTD | +56.6% | +5.5% | +51.1% | +76.7% |
| All | +47.1% | +5.6% | +41.5% | +66.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling