+236.8%
CFA vs SPY
+378.0%
-141.2%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | 0.0% | 0.0% |
| 7D | -0.7% | +0.1% | -0.8% | -0.8% |
| 30D | -0.9% | +0.1% | -0.9% | -0.9% |
| 3M | +3.6% | +2.0% | +1.6% | +1.6% |
| 6M | +5.5% | +13.0% | -7.5% | -5.6% |
| YTD | +11.4% | +13.5% | -2.1% | -0.8% |
| 1Y | +12.7% | +20.0% | -7.2% | -4.5% |
| 3Y | +46.3% | +77.2% | -30.9% | -13.6% |
| 5Y | +44.0% | +81.9% | -37.9% | -17.6% |
| 10Y | +195.3% | +314.1% | -118.7% | -18.0% |
| All | +236.8% | +378.0% | -141.2% | -15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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