+87.5%
CFFI vs SPY
+76.5%
+11.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.6% | +0.5% |
| 7D | +2.2% | -0.4% | +2.6% | +2.5% |
| 30D | +9.8% | -1.4% | +11.2% | +11.0% |
| 3M | +23.9% | +3.7% | +20.2% | +19.6% |
| 6M | +26.5% | +13.0% | +13.5% | +12.7% |
| YTD | +30.7% | +12.4% | +18.3% | +17.0% |
| 1Y | +34.8% | +18.5% | +16.3% | +14.3% |
| All | +87.5% | +76.5% | +11.0% | +14.8% |
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