+370.4%
CFBK vs SPY
+304.1%
+66.3%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | +0.3% | -0.6% | +0.8% | +0.4% |
| 30D | +4.0% | -3.7% | +7.7% | +5.0% |
| 3M | 0.0% | -2.7% | +2.8% | +0.8% |
| 6M | +29.0% | +2.2% | +26.8% | +28.1% |
| YTD | +42.7% | +10.8% | +31.9% | +38.6% |
| 1Y | +58.9% | +11.2% | +47.7% | +54.0% |
| 3Y | +126.3% | +76.5% | +49.8% | +96.5% |
| 5Y | +64.9% | +72.9% | -8.1% | +43.2% |
| 10Y | +370.4% | +304.8% | +65.6% | +142.0% |
| All | +370.4% | +304.1% | +66.3% | +142.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling