+126.0%
CFBK vs SPY
+78.0%
+48.0%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.4% | -1.9% | -0.7% |
| 7D | +0.4% | +0.1% | +0.4% | +0.4% |
| 30D | +3.9% | -3.3% | +7.2% | +5.6% |
| 3M | -2.0% | -2.4% | +0.4% | -0.9% |
| 6M | +28.8% | +2.6% | +26.3% | +26.7% |
| YTD | +42.6% | +11.2% | +31.3% | +33.9% |
| 1Y | +55.8% | +13.4% | +42.4% | +44.7% |
| 3Y | +126.0% | +79.9% | +46.1% | +77.8% |
| All | +126.0% | +78.0% | +48.0% | +77.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling