+108.0%
CFFI vs SPY
+79.8%
+28.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.2% |
| 7D | -1.1% | -2.0% | +0.9% | -0.2% |
| 30D | +9.4% | -1.7% | +11.1% | +10.2% |
| 3M | +20.4% | +4.7% | +15.7% | +17.6% |
| 6M | +32.6% | +12.5% | +20.1% | +24.9% |
| YTD | +30.7% | +11.7% | +18.9% | +23.5% |
| 1Y | +36.4% | +17.5% | +18.9% | +25.7% |
| 3Y | +94.3% | +76.6% | +17.7% | +59.4% |
| 5Y | +108.0% | +82.0% | +25.9% | +65.2% |
| All | +108.0% | +79.8% | +28.2% | +65.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling