+61.5%
CF vs SPYG
+90.1%
-28.6%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.8% |
| 7D | -3.2% | -3.6% | +0.5% | -3.5% |
| 30D | +4.3% | -11.2% | +15.5% | +3.6% |
| 3M | +2.8% | -8.1% | +10.9% | +2.3% |
| 6M | +0.6% | -3.3% | +3.9% | +0.1% |
| YTD | +56.6% | +5.5% | +51.1% | +55.8% |
| 1Y | +49.6% | +7.0% | +42.7% | +48.2% |
| 3Y | +61.5% | +89.5% | -28.0% | +32.0% |
| All | +61.5% | +90.1% | -28.6% | +32.0% |
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