+245.8%
CFA vs SPY
+372.8%
-126.9%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.7% | -0.5% |
| 7D | -0.1% | -0.9% | +0.9% | +0.7% |
| 30D | +5.0% | -2.4% | +7.4% | +7.1% |
| 3M | +1.2% | -1.2% | +2.3% | +2.0% |
| 6M | +9.1% | +3.3% | +5.8% | +5.6% |
| YTD | +14.4% | +12.3% | +2.1% | +2.7% |
| 1Y | +15.2% | +12.4% | +2.7% | +3.2% |
| 3Y | +57.6% | +78.8% | -21.2% | -7.9% |
| 5Y | +45.4% | +75.2% | -29.8% | -14.0% |
| 10Y | +204.3% | +311.1% | -106.8% | -15.1% |
| All | +245.8% | +372.8% | -126.9% | -12.0% |
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