+73.0%
CF vs SPYG
+98.8%
-25.8%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.1% | -3.1% | -3.2% |
| 7D | +6.0% | +0.4% | +5.6% | +6.0% |
| 30D | +14.8% | -0.4% | +15.3% | +14.9% |
| 3M | +14.1% | +0.5% | +13.5% | +14.2% |
| 6M | +28.5% | +17.5% | +11.1% | +27.4% |
| YTD | +74.9% | +14.3% | +60.6% | +74.3% |
| 1Y | +61.7% | +21.7% | +40.0% | +58.3% |
| All | +73.0% | +98.8% | -25.8% | +42.6% |
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 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