+5,331.8%
CF vs SPYG
+1,088.8%
+4,243.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | -0.2% |
| 7D | -3.2% | -3.6% | +0.5% | -0.4% |
| 30D | +4.3% | -11.2% | +15.5% | +15.4% |
| 3M | +2.8% | -8.1% | +10.9% | +9.5% |
| 6M | +0.6% | -3.3% | +3.9% | +0.2% |
| YTD | +56.6% | +5.5% | +51.1% | +39.1% |
| 1Y | +49.6% | +7.0% | +42.7% | +30.5% |
| 3Y | +61.5% | +89.5% | -28.0% | -28.9% |
| 5Y | +124.0% | +63.3% | +60.7% | +8.8% |
| 10Y | +573.2% | +395.1% | +178.0% | -29.2% |
| All | +5,331.8% | +1,088.8% | +4,243.0% | +86.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling