+110.9%
CF vs SPYG
+67.3%
+43.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.3% |
| 7D | +4.8% | +2.3% | +2.4% | +4.4% |
| 30D | +4.7% | -6.5% | +11.2% | +5.7% |
| 3M | +7.4% | -6.8% | +14.3% | +8.5% |
| 6M | +0.6% | -3.1% | +3.7% | +0.6% |
| YTD | +64.1% | +8.0% | +56.1% | +59.2% |
| 1Y | +51.4% | +10.2% | +41.2% | +45.8% |
| 3Y | +67.8% | +91.0% | -23.2% | +29.5% |
| All | +110.9% | +67.3% | +43.7% | +72.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling