-82.2%
CFBK vs SPY
+902.4%
-984.6%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.6% |
| 7D | +2.8% | +0.1% | +2.7% | +2.8% |
| 30D | +0.8% | +0.1% | +0.8% | +0.8% |
| 3M | +24.1% | +2.0% | +22.1% | +23.7% |
| 6M | +18.6% | +13.0% | +5.5% | +16.3% |
| YTD | +44.4% | +13.5% | +30.9% | +41.6% |
| 1Y | +48.8% | +20.0% | +28.8% | +44.6% |
| 3Y | +103.6% | +77.2% | +26.4% | +87.5% |
| 5Y | +98.6% | +81.9% | +16.8% | +81.5% |
| 10Y | +400.1% | +314.1% | +86.0% | +313.2% |
| All | -82.2% | +902.4% | -984.6% | -87.4% |
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