+67.6%
CF vs SPYG
+93.4%
-25.8%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.6% | +1.3% |
| 7D | +5.4% | +4.2% | +1.1% | +5.7% |
| 30D | +6.5% | -7.4% | +13.9% | +6.2% |
| 3M | +4.6% | -5.3% | +9.9% | +4.4% |
| 6M | -3.3% | -1.2% | -2.1% | -3.4% |
| YTD | +63.9% | +9.0% | +54.9% | +63.4% |
| 1Y | +50.4% | +8.8% | +41.6% | +50.0% |
| All | +67.6% | +93.4% | -25.8% | +30.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling